+161.7%
TTMI vs IFF
+33.4%
+128.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +0.7% | -3.2% | +3.8% | +0.8% |
| 30D | -8.4% | -0.3% | -8.2% | -8.4% |
| 3M | -32.5% | +8.4% | -40.9% | -33.2% |
| 6M | +32.5% | +23.0% | +9.4% | +28.7% |
| YTD | +83.2% | +25.5% | +57.8% | +80.1% |
| 1Y | +161.7% | +29.1% | +132.6% | +158.1% |
| All | +161.7% | +33.4% | +128.3% | +158.1% |
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