+172.6%
TTMI vs IFF
+34.4%
+138.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +9.0% | +8.9% |
| 7D | +5.9% | -1.8% | +7.7% | +5.9% |
| 30D | -4.3% | -2.0% | -2.4% | -4.1% |
| 3M | -32.0% | +18.5% | -50.6% | -33.7% |
| 6M | +19.5% | +11.7% | +7.8% | +14.2% |
| YTD | +82.0% | +29.6% | +52.5% | +79.7% |
| 1Y | +172.6% | +35.0% | +137.7% | +166.0% |
| All | +172.6% | +34.4% | +138.2% | +166.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling