+18.8%
TW vs IFF
+29.0%
-10.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -4.5% | -3.2% | -1.3% | -4.3% |
| 30D | -2.3% | -0.3% | -2.0% | -2.2% |
| 3M | +2.6% | +8.4% | -5.8% | +1.9% |
| 6M | -17.5% | +23.0% | -40.6% | -19.1% |
| YTD | -5.3% | +25.5% | -30.8% | -7.5% |
| 1Y | -14.8% | +29.1% | -43.8% | -17.1% |
| 3Y | +18.8% | +31.7% | -12.8% | +16.8% |
| All | +18.8% | +29.0% | -10.2% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling