+99.7%
TXN vs IFF
+44.8%
+54.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.2% |
| 7D | +1.0% | -3.3% | +4.3% | +1.3% |
| 30D | +6.1% | +5.3% | +0.8% | +5.2% |
| 3M | +10.4% | +8.9% | +1.5% | +8.6% |
| 6M | +12.6% | +26.3% | -13.8% | +7.0% |
| YTD | +83.5% | +32.2% | +51.3% | +70.3% |
| 1Y | +99.7% | +45.8% | +54.0% | +81.2% |
| All | +99.7% | +44.8% | +54.9% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling