+282.6%
TPR vs IFF
+30.1%
+252.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | -7.3% | -3.0% | -4.3% | -6.1% |
| 30D | -30.7% | -0.9% | -29.8% | -30.5% |
| 3M | -21.6% | +11.8% | -33.5% | -25.5% |
| 6M | -21.3% | +16.5% | -37.9% | -26.5% |
| YTD | -10.2% | +26.5% | -36.7% | -19.1% |
| 1Y | +9.5% | +32.7% | -23.2% | -3.7% |
| All | +282.6% | +30.1% | +252.5% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling