+65.1%
TNA vs IFF
+34.4%
+30.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.1% | -1.8% | +1.7% | +0.8% |
| 30D | -4.9% | -2.0% | -3.0% | -4.1% |
| 3M | +0.4% | +18.5% | -18.2% | -8.6% |
| 6M | +32.5% | +11.7% | +20.9% | +22.8% |
| YTD | +53.7% | +29.6% | +24.1% | +29.8% |
| 1Y | +65.1% | +35.0% | +30.1% | +32.2% |
| All | +65.1% | +34.4% | +30.7% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling