+117.0%
TT vs IFF
+30.1%
+87.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | -6.7% | -0.9% | -5.7% | -6.5% |
| 3M | -5.4% | +11.8% | -17.3% | -8.0% |
| 6M | +4.4% | +16.5% | -12.2% | 0.0% |
| YTD | +14.9% | +26.5% | -11.6% | +7.6% |
| 1Y | +9.3% | +32.7% | -23.4% | +0.8% |
| All | +117.0% | +30.1% | +87.0% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling