+917.7%
TT vs IFF
-20.3%
+937.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.2% | -3.2% | +2.0% | -0.1% |
| 30D | -7.3% | -0.3% | -7.0% | -7.3% |
| 3M | -3.6% | +8.4% | -12.0% | -6.8% |
| 6M | +2.8% | +23.0% | -20.2% | -5.8% |
| YTD | +14.5% | +25.5% | -11.0% | +3.6% |
| 1Y | +7.4% | +29.1% | -21.6% | -4.2% |
| 3Y | +116.2% | +31.7% | +84.6% | +86.1% |
| 5Y | +147.4% | -35.2% | +182.6% | +175.0% |
| All | +917.7% | -20.3% | +937.9% | +888.8% |
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