+12.3%
TXT vs IAG
+766.8%
-754.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | -0.2% | +4.3% | -4.5% | -0.5% |
| 30D | -11.1% | +9.8% | -20.8% | -11.7% |
| 3M | -13.0% | +28.9% | -41.9% | -14.7% |
| 6M | -16.2% | -7.6% | -8.6% | -16.4% |
| YTD | -8.7% | +22.0% | -30.7% | -10.8% |
| 1Y | -3.8% | +99.5% | -103.3% | -9.1% |
| 3Y | +5.5% | +818.3% | -812.7% | -11.9% |
| 5Y | +12.3% | +785.9% | -773.6% | -15.0% |
| All | +12.3% | +766.8% | -754.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling