+7.0%
TXT vs IFF
+29.0%
-22.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +2.5% | -3.2% | +5.6% | +3.4% |
| 30D | -8.9% | -0.3% | -8.6% | -8.8% |
| 3M | -13.6% | +8.4% | -22.0% | -15.9% |
| 6M | -13.1% | +23.0% | -36.1% | -19.3% |
| YTD | -7.0% | +25.5% | -32.5% | -14.3% |
| 1Y | -1.4% | +29.1% | -30.5% | -10.3% |
| 3Y | +7.0% | +31.7% | -24.7% | -5.0% |
| All | +7.0% | +29.0% | -22.0% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling