+1,395.9%
IBKR vs TFC
+147.4%
+1,248.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -3.8% | -2.5% | -1.3% | -2.7% |
| 30D | -0.3% | -2.8% | +2.5% | +0.9% |
| 3M | +4.8% | +2.1% | +2.6% | +3.4% |
| 6M | +30.8% | +10.1% | +20.7% | +24.7% |
| YTD | +39.5% | +5.4% | +34.0% | +35.5% |
| 1Y | +43.7% | +16.3% | +27.3% | +33.5% |
| 3Y | +284.7% | +95.9% | +188.8% | +179.8% |
| 5Y | +484.9% | +16.0% | +468.9% | +417.0% |
| 10Y | +980.8% | +97.9% | +882.9% | +609.6% |
| All | +1,395.9% | +147.4% | +1,248.5% | +653.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling