+14.0%
TFC vs IFF
-35.8%
+49.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -2.4% | -3.2% | +0.8% | -1.4% |
| 30D | -3.4% | -0.3% | -3.1% | -3.3% |
| 3M | +0.4% | +8.4% | -8.0% | -2.6% |
| 6M | +12.7% | +23.0% | -10.4% | +3.8% |
| YTD | +5.6% | +25.5% | -19.9% | -4.1% |
| 1Y | +16.0% | +29.1% | -13.0% | +4.0% |
| 3Y | +94.0% | +31.7% | +62.3% | +66.0% |
| All | +14.0% | -35.8% | +49.8% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling