+12.8%
TXT vs IFF
-36.2%
+49.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.2% | -2.8% | +2.6% | +0.7% |
| 30D | -10.2% | -1.1% | -9.1% | -10.0% |
| 3M | -13.3% | +13.8% | -27.1% | -17.3% |
| 6M | -14.4% | +16.7% | -31.0% | -19.7% |
| YTD | -9.1% | +26.1% | -35.2% | -17.1% |
| 1Y | -2.2% | +33.5% | -35.7% | -12.8% |
| 3Y | +5.1% | +31.6% | -26.5% | -8.3% |
| 5Y | +12.8% | -34.9% | +47.7% | +26.0% |
| All | +12.8% | -36.2% | +49.1% | +26.0% |
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 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