+8,187.2%
TMO vs IFF
+825.7%
+7,361.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.6% | -3.2% | +2.5% | +0.5% |
| 30D | +1.1% | -0.3% | +1.4% | +1.2% |
| 3M | +28.3% | +8.4% | +19.9% | +24.2% |
| 6M | +23.3% | +23.0% | +0.2% | +13.1% |
| YTD | +5.5% | +25.5% | -20.0% | -4.4% |
| 1Y | +24.5% | +29.1% | -4.5% | +11.5% |
| 3Y | +19.6% | +31.7% | -12.1% | +4.8% |
| 5Y | +8.1% | -35.2% | +43.3% | +17.3% |
| 10Y | +336.7% | -20.7% | +357.4% | +314.4% |
| All | +8,187.2% | +825.7% | +7,361.4% | +3,252.6% |
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