+385.8%
TXT vs IAG
+377.5%
+8.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -4.8% | -0.5% | -4.2% | -4.8% |
| 30D | -10.6% | +28.9% | -39.5% | -12.8% |
| 3M | -13.2% | +19.1% | -32.3% | -14.9% |
| 6M | -20.3% | -10.3% | -10.1% | -20.2% |
| YTD | -9.3% | +24.2% | -33.4% | -12.2% |
| 1Y | -2.7% | +116.5% | -119.2% | -10.7% |
| 3Y | +1.4% | +742.8% | -741.4% | -20.1% |
| 5Y | +9.6% | +753.3% | -743.8% | -16.9% |
| 10Y | +94.9% | +403.2% | -308.3% | +43.4% |
| All | +385.8% | +377.5% | +8.3% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling