+708.6%
TLN vs IFF
+13.5%
+695.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -2.9% |
| 7D | +11.0% | -1.8% | +12.8% | +11.3% |
| 30D | +4.9% | -9.4% | +14.3% | +6.2% |
| 3M | +4.9% | -3.0% | +7.9% | +5.0% |
| 6M | +7.1% | +5.8% | +1.3% | +5.2% |
| YTD | +0.3% | +22.4% | -22.0% | -3.7% |
| 1Y | +5.9% | +23.0% | -17.1% | +1.5% |
| 3Y | +578.5% | +21.8% | +556.7% | +568.5% |
| All | +708.6% | +13.5% | +695.1% | +699.9% |
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 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