+2,640.5%
TFC vs IFF
+848.0%
+1,792.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -2.5% | -0.3% | -2.2% | -2.4% |
| 3M | +4.5% | +18.6% | -14.0% | -4.0% |
| 6M | +11.0% | +17.4% | -6.4% | +0.9% |
| YTD | +5.9% | +28.5% | -22.6% | -8.2% |
| 1Y | +14.6% | +32.5% | -18.0% | -2.6% |
| 3Y | +96.7% | +34.1% | +62.7% | +61.5% |
| 5Y | +15.6% | -35.2% | +50.7% | +28.5% |
| 10Y | +98.6% | -21.1% | +119.7% | +93.5% |
| All | +2,640.5% | +848.0% | +1,792.6% | +961.6% |
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