-22.0%
TLN vs IFF
+33.4%
-55.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.3% | -3.2% | +1.8% | -0.9% |
| 30D | -14.3% | -0.3% | -14.0% | -14.3% |
| 3M | -9.3% | +8.4% | -17.7% | -11.1% |
| 6M | -1.1% | +23.0% | -24.1% | -5.5% |
| YTD | -16.6% | +25.5% | -42.0% | -18.9% |
| 1Y | -22.0% | +29.1% | -51.1% | -21.9% |
| All | -22.0% | +33.4% | -55.4% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling