+94.8%
TXT vs IBN
+389.8%
-295.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.8% | +11.1% | -12.0% | -4.9% |
| 30D | +13.4% | +23.9% | -10.4% | +4.2% |
| 3M | -2.5% | +16.3% | -18.9% | -8.4% |
| 6M | -6.2% | +34.2% | -40.4% | -16.8% |
| YTD | -1.3% | +17.6% | -18.9% | -8.1% |
| 1Y | +4.3% | +13.8% | -9.5% | -1.6% |
| 3Y | +13.2% | +57.0% | -43.8% | -8.4% |
| 5Y | +12.4% | +75.3% | -63.0% | -14.2% |
| 10Y | +94.8% | +388.7% | -293.9% | +6.9% |
| All | +94.8% | +389.8% | -295.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling