+218.7%
TPR vs IFF
-35.9%
+254.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.6% |
| YTD | -10.2% | +26.5% | -36.7% | -19.4% |
| 1Y | +9.5% | +32.7% | -23.2% | -4.0% |
| 3Y | +280.8% | +32.0% | +248.8% | +227.0% |
| 5Y | +218.7% | -36.1% | +254.8% | +263.8% |
| All | +218.7% | -35.9% | +254.6% | +263.8% |
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