-59.4%
TXG vs IFF
-35.8%
-23.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.7% |
| 7D | +9.5% | -3.2% | +12.7% | +11.7% |
| 30D | +18.8% | -0.3% | +19.1% | +18.8% |
| 3M | +136.1% | +8.4% | +127.7% | +121.3% |
| 6M | +235.2% | +23.0% | +212.2% | +184.2% |
| YTD | +320.5% | +25.5% | +295.1% | +246.8% |
| 1Y | +425.2% | +29.1% | +396.1% | +322.2% |
| 3Y | +42.9% | +31.7% | +11.2% | +12.9% |
| All | -59.4% | -35.8% | -23.6% | -50.3% |
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