-18.7%
TSN vs IFF
-35.8%
+17.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.8% |
| YTD | -7.3% | +25.5% | -32.7% | -11.9% |
| 1Y | -2.2% | +29.1% | -31.3% | -7.7% |
| 3Y | +11.9% | +31.7% | -19.8% | +4.0% |
| All | -18.7% | -35.8% | +17.1% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling