+581.7%
TLN vs IFF
+20.2%
+561.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +7.1% | -1.8% | +8.9% | +7.4% |
| 30D | -3.9% | -2.0% | -1.9% | -3.7% |
| 3M | -16.2% | +18.5% | -34.7% | -18.9% |
| 6M | -5.8% | +11.7% | -17.5% | -8.4% |
| YTD | -15.4% | +29.6% | -45.0% | -19.3% |
| 1Y | -16.7% | +35.0% | -51.6% | -21.1% |
| 3Y | +473.8% | +32.3% | +441.5% | +463.1% |
| All | +581.7% | +20.2% | +561.5% | +570.7% |
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