+11.9%
TSN vs IFF
+29.0%
-17.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | -4.2% | -0.3% | -3.9% | -4.2% |
| 3M | -3.9% | +8.4% | -12.3% | -5.5% |
| 6M | -9.8% | +23.0% | -32.9% | -14.1% |
| YTD | -7.3% | +25.5% | -32.7% | -12.3% |
| 1Y | -2.2% | +29.1% | -31.3% | -8.3% |
| 3Y | +11.9% | +31.7% | -19.8% | -1.6% |
| All | +11.9% | +29.0% | -17.1% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling