+7,832.4%
TD vs IFF
+300.4%
+7,532.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.6% | -2.8% | +0.2% | -1.7% |
| 30D | -1.0% | -1.1% | +0.1% | -0.7% |
| 3M | +5.6% | +13.8% | -8.2% | +0.6% |
| 6M | +27.1% | +16.7% | +10.4% | +18.9% |
| YTD | +29.4% | +26.1% | +3.3% | +17.4% |
| 1Y | +60.7% | +33.5% | +27.2% | +42.4% |
| 3Y | +127.6% | +31.6% | +96.0% | +97.4% |
| 5Y | +125.4% | -34.9% | +160.3% | +141.7% |
| 10Y | +300.4% | -20.3% | +320.7% | +278.0% |
| All | +7,832.4% | +300.4% | +7,532.1% | +3,954.4% |
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