-17.7%
TMF vs IFF
+5.0%
-22.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.7% |
| 7D | -9.3% | -1.8% | -7.5% | -8.6% |
| 30D | +1.9% | -9.4% | +11.4% | +5.6% |
| 3M | -11.2% | -3.0% | -8.2% | -10.4% |
| 6M | -17.7% | +5.8% | -23.5% | -19.7% |
| All | -17.7% | +5.0% | -22.7% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling