+429.0%
TTMI vs IFF
+524.5%
-95.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +6.0% | -2.8% | +8.8% | +7.6% |
| 30D | -6.4% | -1.1% | -5.3% | -6.1% |
| 3M | -28.9% | +13.8% | -42.7% | -35.0% |
| 6M | +26.9% | +16.7% | +10.2% | +13.3% |
| YTD | +77.3% | +26.1% | +51.2% | +50.7% |
| 1Y | +147.5% | +33.5% | +114.0% | +101.7% |
| 3Y | +847.6% | +31.6% | +816.0% | +650.1% |
| 5Y | +802.2% | -34.9% | +837.1% | +917.6% |
| 10Y | +1,076.3% | -20.3% | +1,096.6% | +979.1% |
| All | +429.0% | +524.5% | -95.4% | +66.1% |
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 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