+15,818.7%
TT vs IFF
+856.0%
+14,962.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | 0.0% | -1.8% | +1.8% | +0.9% |
| 30D | -7.2% | -2.0% | -5.2% | -6.4% |
| 3M | -3.0% | +18.5% | -21.5% | -11.4% |
| 6M | +1.4% | +11.7% | -10.3% | -6.1% |
| YTD | +15.9% | +29.6% | -13.7% | -0.8% |
| 1Y | +9.4% | +35.0% | -25.5% | -8.8% |
| 3Y | +124.4% | +32.3% | +92.1% | +82.0% |
| 5Y | +138.0% | -34.6% | +172.6% | +163.2% |
| 10Y | +886.4% | -20.6% | +907.0% | +811.4% |
| All | +15,818.7% | +856.0% | +14,962.6% | +4,139.0% |
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