-24.3%
TMF vs IFF
+44.8%
-69.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.3% | +3.8% |
| 7D | +4.0% | -3.3% | +7.3% | +4.9% |
| 30D | +19.5% | +5.3% | +14.2% | +17.7% |
| 3M | -3.5% | +8.9% | -12.4% | -5.8% |
| 6M | -10.6% | +26.3% | -36.9% | -16.3% |
| YTD | -17.1% | +32.2% | -49.2% | -20.6% |
| 1Y | -24.3% | +45.8% | -70.0% | -26.7% |
| All | -24.3% | +44.8% | -69.1% | -26.7% |
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 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