+14,755.6%
TT vs IFF
+802.8%
+13,952.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | +4.0% | -1.8% | +5.8% | +4.9% |
| 30D | -11.3% | -9.4% | -1.9% | -7.4% |
| 3M | -12.3% | -3.0% | -9.3% | -11.6% |
| 6M | -10.8% | +5.8% | -16.6% | -14.6% |
| YTD | +8.2% | +22.4% | -14.2% | -5.4% |
| 1Y | +1.5% | +23.0% | -21.6% | -11.7% |
| 3Y | +91.5% | +21.8% | +69.7% | +61.6% |
| 5Y | +130.2% | -39.2% | +169.4% | +163.6% |
| 10Y | +727.9% | -12.4% | +740.3% | +619.3% |
| All | +14,755.6% | +802.8% | +13,952.8% | +3,942.9% |
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