+307.1%
TPR vs IFF
-19.8%
+326.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -5.1% | -2.8% | -2.3% | -3.6% |
| 30D | -27.6% | -1.1% | -26.4% | -27.2% |
| 3M | -17.5% | +13.8% | -31.3% | -23.7% |
| 6M | -21.3% | +16.7% | -38.0% | -28.7% |
| YTD | -8.5% | +26.1% | -34.6% | -21.0% |
| 1Y | +11.5% | +33.5% | -22.0% | -7.5% |
| 3Y | +288.0% | +31.6% | +256.4% | +211.7% |
| 5Y | +225.2% | -34.9% | +260.0% | +287.7% |
| All | +307.1% | -19.8% | +326.9% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling