+20,419.5%
TXN vs IFF
+830.6%
+19,588.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | +2.0% | -2.8% | +4.8% | +3.1% |
| 30D | -8.0% | -1.1% | -6.9% | -7.7% |
| 3M | -7.8% | +13.8% | -21.6% | -13.2% |
| 6M | +32.4% | +16.7% | +15.7% | +21.7% |
| YTD | +51.7% | +26.1% | +25.6% | +34.5% |
| 1Y | +44.3% | +33.5% | +10.8% | +24.5% |
| 3Y | +71.3% | +31.6% | +39.7% | +45.5% |
| 5Y | +56.4% | -34.9% | +91.3% | +71.9% |
| 10Y | +410.2% | -20.3% | +430.5% | +389.0% |
| All | +20,419.5% | +830.6% | +19,588.9% | +5,784.5% |
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 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