+515.4%
TRI vs IFF
+317.4%
+198.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -7.9% | -3.2% | -4.7% | -6.9% |
| 30D | -4.5% | -0.3% | -4.2% | -4.4% |
| 3M | +22.1% | +8.4% | +13.7% | +18.4% |
| 6M | -2.8% | +23.0% | -25.8% | -11.1% |
| YTD | -23.4% | +25.5% | -48.9% | -30.9% |
| 1Y | -41.5% | +29.1% | -70.6% | -47.9% |
| 3Y | -19.2% | +31.7% | -50.9% | -30.3% |
| 5Y | -9.4% | -35.2% | +25.8% | -2.9% |
| 10Y | +195.6% | -20.7% | +216.3% | +167.9% |
| All | +515.4% | +317.4% | +198.0% | +140.8% |
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