+901.6%
TSN vs IFF
+833.5%
+68.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -7.3% | -3.0% | -4.3% | -6.4% |
| 30D | -8.6% | -0.9% | -7.7% | -8.4% |
| 3M | -7.5% | +11.8% | -19.4% | -11.1% |
| 6M | -14.1% | +16.5% | -30.7% | -19.4% |
| YTD | -9.4% | +26.5% | -35.9% | -17.4% |
| 1Y | -4.1% | +32.7% | -36.8% | -14.1% |
| 3Y | +10.3% | +32.0% | -21.7% | -3.1% |
| 5Y | -19.7% | -36.1% | +16.4% | -14.1% |
| 10Y | -7.0% | -20.1% | +13.0% | -13.3% |
| All | +901.6% | +833.5% | +68.1% | +306.7% |
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