-71.8%
TMF vs IFF
+269.6%
-341.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.2% |
| 7D | -9.3% | -1.8% | -7.5% | -9.6% |
| 30D | +1.9% | -9.4% | +11.4% | -0.3% |
| 3M | -11.2% | -3.0% | -8.2% | -11.8% |
| 6M | -17.7% | +5.8% | -23.5% | -16.6% |
| YTD | -24.5% | +22.4% | -46.8% | -20.4% |
| 1Y | -29.4% | +23.0% | -52.5% | -25.5% |
| 3Y | -33.4% | +21.8% | -55.2% | -29.0% |
| 5Y | -88.7% | -39.2% | -49.5% | -90.9% |
| 10Y | -82.5% | -12.4% | -70.1% | -79.8% |
| All | -71.8% | +269.6% | -341.4% | +18.1% |
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