+468.0%
TLN vs IFF
+29.7%
+438.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +2.0% | -2.8% | +4.8% | +2.5% |
| 30D | -12.9% | -1.1% | -11.8% | -12.8% |
| 3M | -7.4% | +13.8% | -21.3% | -10.5% |
| 6M | -6.0% | +16.7% | -22.7% | -9.7% |
| YTD | -16.9% | +26.1% | -43.0% | -21.3% |
| 1Y | -22.6% | +33.5% | -56.1% | -27.8% |
| All | +468.0% | +29.7% | +438.3% | +461.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling