-23.0%
TNA vs IFF
-35.8%
+12.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | -7.3% | -3.2% | -4.1% | -4.4% |
| 30D | -14.2% | -0.3% | -13.9% | -14.0% |
| 3M | -4.6% | +8.4% | -13.0% | -13.4% |
| 6M | +36.9% | +23.0% | +13.9% | +7.6% |
| YTD | +42.5% | +25.5% | +17.1% | +7.3% |
| 1Y | +45.8% | +29.1% | +16.7% | +5.5% |
| 3Y | +104.7% | +31.7% | +73.0% | +41.7% |
| All | -23.0% | -35.8% | +12.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling