-86.5%
TMF vs IFF
-20.3%
-66.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | -5.1% | -3.2% | -1.9% | -5.2% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | -16.6% | +8.4% | -25.0% | -16.3% |
| 6M | -19.9% | +23.0% | -42.9% | -19.0% |
| YTD | -20.2% | +25.5% | -45.6% | -19.1% |
| 1Y | -27.7% | +29.1% | -56.8% | -26.6% |
| 3Y | -43.9% | +31.7% | -75.6% | -41.9% |
| 5Y | -88.4% | -35.2% | -53.2% | -89.6% |
| All | -86.5% | -20.3% | -66.3% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling