+503.6%
IBKR vs TFC
+15.3%
+488.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.3% |
| 30D | -0.2% | -3.4% | +3.1% | +1.2% |
| 3M | +3.0% | +0.4% | +2.5% | +2.3% |
| 6M | +33.9% | +12.7% | +21.2% | +26.1% |
| YTD | +42.5% | +5.6% | +36.9% | +38.3% |
| 1Y | +44.9% | +16.0% | +28.8% | +34.7% |
| 3Y | +293.0% | +94.0% | +199.0% | +194.7% |
| All | +503.6% | +15.3% | +488.4% | +463.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling