+7,716.4%
TPR vs IFF
+742.9%
+6,973.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.3% | -1.8% | -0.5% | -1.2% |
| 30D | -23.0% | -2.0% | -21.0% | -22.3% |
| 3M | -12.5% | +18.5% | -31.0% | -21.6% |
| 6M | -21.4% | +11.7% | -33.1% | -27.5% |
| YTD | -3.5% | +29.6% | -33.1% | -19.2% |
| 1Y | +17.4% | +35.0% | -17.6% | -4.8% |
| 3Y | +291.3% | +32.3% | +259.0% | +209.0% |
| 5Y | +241.9% | -34.6% | +276.5% | +298.3% |
| 10Y | +322.7% | -20.6% | +343.3% | +317.6% |
| All | +7,716.4% | +742.9% | +6,973.6% | +1,927.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling