+399.5%
TPR vs IFF
+24.4%
+375.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +6.4% | -5.7% | +12.1% | +8.8% |
| 30D | +13.8% | -2.7% | +16.5% | +14.4% |
| 3M | -16.6% | -2.3% | -14.3% | -16.4% |
| 6M | +0.7% | +6.0% | -5.3% | -3.0% |
| YTD | +5.3% | +24.6% | -19.3% | -5.6% |
| 1Y | +32.4% | +29.4% | +3.0% | +16.5% |
| All | +399.5% | +24.4% | +375.0% | +292.4% |
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