+59.6%
TXN vs IFF
-35.8%
+95.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | +4.0% | -3.2% | +7.1% | +5.0% |
| 30D | -2.9% | -0.3% | -2.6% | -2.9% |
| 3M | -9.1% | +8.4% | -17.5% | -12.0% |
| 6M | +36.6% | +23.0% | +13.6% | +25.6% |
| YTD | +57.5% | +25.5% | +32.0% | +43.1% |
| 1Y | +49.5% | +29.1% | +20.5% | +34.2% |
| 3Y | +76.5% | +31.7% | +44.9% | +53.8% |
| All | +59.6% | -35.8% | +95.4% | +71.4% |
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