+46,929.1%
TSCO vs IFF
+395.3%
+46,533.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.7% | -3.2% | -2.5% | -4.7% |
| 30D | -8.8% | -0.3% | -8.5% | -8.7% |
| 3M | +6.3% | +8.4% | -2.1% | +3.2% |
| 6M | -32.3% | +23.0% | -55.3% | -37.5% |
| YTD | -32.7% | +25.5% | -58.2% | -38.4% |
| 1Y | -43.7% | +29.1% | -72.7% | -49.0% |
| 3Y | -19.7% | +31.7% | -51.3% | -29.1% |
| 5Y | -11.6% | -35.2% | +23.6% | -5.0% |
| 10Y | +184.1% | -20.7% | +204.8% | +167.1% |
| All | +46,929.1% | +395.3% | +46,533.8% | +24,435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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