+1,779.8%
TSM vs IFF
-20.3%
+1,800.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +1.0% | -3.2% | +4.2% | +2.0% |
| 30D | +1.0% | -0.3% | +1.2% | +1.0% |
| 3M | +2.9% | +8.4% | -5.6% | -0.3% |
| 6M | +22.8% | +23.0% | -0.2% | +13.7% |
| YTD | +43.3% | +25.5% | +17.8% | +31.2% |
| 1Y | +69.2% | +29.1% | +40.1% | +52.8% |
| 3Y | +404.5% | +31.7% | +372.9% | +342.8% |
| 5Y | +282.2% | -35.2% | +317.4% | +318.6% |
| All | +1,779.8% | -20.3% | +1,800.0% | +1,633.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling