-70.1%
TMF vs IFF
+276.3%
-346.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | -0.1% |
| 7D | -3.4% | -5.7% | +2.4% | -4.6% |
| 30D | +11.5% | -2.7% | +14.2% | +10.9% |
| 3M | -4.5% | -2.3% | -2.2% | -5.0% |
| 6M | -15.0% | +6.0% | -21.0% | -13.8% |
| YTD | -19.9% | +24.6% | -44.5% | -15.2% |
| 1Y | -26.6% | +29.4% | -55.9% | -21.4% |
| 3Y | -29.8% | +23.1% | -52.9% | -25.1% |
| 5Y | -88.2% | -37.2% | -51.0% | -90.4% |
| 10Y | -81.4% | -10.8% | -70.6% | -78.4% |
| All | -70.1% | +276.3% | -346.5% | +25.8% |
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