+1,764.8%
TCOM vs IFF
+316.2%
+1,448.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -6.5% | -2.8% | -3.7% | -5.1% |
| 30D | -16.2% | -1.1% | -15.1% | -15.7% |
| 3M | -19.3% | +13.8% | -33.2% | -25.4% |
| 6M | -27.2% | +16.7% | -43.9% | -34.7% |
| YTD | -46.2% | +26.1% | -72.3% | -54.3% |
| 1Y | -46.6% | +33.5% | -80.1% | -56.3% |
| 3Y | +8.4% | +31.6% | -23.2% | -14.0% |
| 5Y | +25.8% | -34.9% | +60.7% | +41.9% |
| 10Y | -11.9% | -20.3% | +8.4% | -24.2% |
| All | +1,764.8% | +316.2% | +1,448.6% | +340.5% |
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