-39.0%
TCOM vs IFF
+44.8%
-83.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.1% | +3.7% |
| 7D | +10.7% | -3.3% | +14.0% | +11.0% |
| 30D | +10.1% | +5.3% | +4.8% | +9.4% |
| 3M | -8.9% | +8.9% | -17.8% | -9.7% |
| 6M | -19.2% | +26.3% | -45.5% | -21.4% |
| YTD | -40.6% | +32.2% | -72.8% | -43.9% |
| 1Y | -39.0% | +45.8% | -84.8% | -44.0% |
| All | -39.0% | +44.8% | -83.9% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling