+1,712.2%
TKO vs IFF
+336.7%
+1,375.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.3% | -3.2% | +5.5% | +3.3% |
| 30D | -2.5% | -0.3% | -2.2% | -2.4% |
| 3M | -10.6% | +8.4% | -19.0% | -13.2% |
| 6M | -5.1% | +23.0% | -28.1% | -12.1% |
| YTD | -8.2% | +25.5% | -33.7% | -15.8% |
| 1Y | -4.4% | +29.1% | -33.5% | -13.4% |
| 3Y | +100.4% | +31.7% | +68.7% | +76.8% |
| 5Y | +294.3% | -35.2% | +329.5% | +322.6% |
| 10Y | +983.2% | -20.7% | +1,003.9% | +929.1% |
| All | +1,712.2% | +336.7% | +1,375.5% | +923.8% |
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