+990.2%
IBKR vs TFC
+98.7%
+891.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.2% |
| 30D | -0.2% | -3.4% | +3.1% | +1.3% |
| 3M | +3.0% | +0.4% | +2.5% | +2.3% |
| 6M | +33.9% | +12.7% | +21.2% | +25.7% |
| YTD | +42.5% | +5.6% | +36.9% | +38.1% |
| 1Y | +44.9% | +16.0% | +28.8% | +34.0% |
| 3Y | +293.0% | +94.0% | +199.0% | +181.6% |
| 5Y | +497.7% | +16.2% | +481.5% | +427.8% |
| All | +990.2% | +98.7% | +891.5% | +567.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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