+2,050.2%
TXT vs IFF
+848.0%
+1,202.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -11.1% | -0.3% | -10.7% | -11.0% |
| 3M | -13.0% | +18.6% | -31.5% | -21.3% |
| 6M | -16.2% | +17.4% | -33.6% | -25.1% |
| YTD | -8.7% | +28.5% | -37.2% | -22.5% |
| 1Y | -3.8% | +32.5% | -36.3% | -20.2% |
| 3Y | +5.5% | +34.1% | -28.5% | -16.2% |
| 5Y | +12.3% | -35.2% | +47.5% | +26.4% |
| 10Y | +97.4% | -21.1% | +118.5% | +90.7% |
| All | +2,050.2% | +848.0% | +1,202.2% | +548.1% |
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