+376.4%
TTD vs IFF
-23.0%
+399.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.9% |
| 7D | -0.6% | -3.2% | +2.5% | +0.9% |
| 30D | +6.3% | -0.3% | +6.6% | +6.4% |
| 3M | -24.1% | +8.4% | -32.6% | -27.5% |
| 6M | -47.4% | +23.0% | -70.5% | -54.0% |
| YTD | -62.2% | +25.5% | -87.7% | -67.8% |
| 1Y | -68.3% | +29.1% | -97.4% | -73.5% |
| 3Y | -83.4% | +31.7% | -115.1% | -86.9% |
| 5Y | -80.3% | -35.2% | -45.1% | -76.6% |
| All | +376.4% | -23.0% | +399.5% | +369.5% |
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