+12,926.4%
TDG vs IFF
+281.0%
+12,645.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.9% | -3.2% | +1.3% | -0.4% |
| 30D | -7.7% | -0.3% | -7.4% | -7.7% |
| 3M | -9.3% | +8.4% | -17.8% | -13.2% |
| 6M | -9.4% | +23.0% | -32.4% | -18.9% |
| YTD | -14.3% | +25.5% | -39.7% | -24.6% |
| 1Y | -11.8% | +29.1% | -40.9% | -23.9% |
| 3Y | +52.0% | +31.7% | +20.3% | +24.6% |
| 5Y | +128.8% | -35.2% | +164.0% | +156.4% |
| 10Y | +543.8% | -20.7% | +564.5% | +506.0% |
| All | +12,926.4% | +281.0% | +12,645.4% | +4,735.8% |
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