+44.9%
TFC vs BBIO
+136.7%
-91.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | -3.4% | -13.6% | +10.2% | -1.9% |
| 3M | +0.4% | +7.2% | -6.8% | -0.6% |
| 6M | +12.7% | +1.5% | +11.2% | +12.0% |
| YTD | +5.6% | -5.3% | +10.9% | +5.3% |
| 1Y | +16.0% | +37.7% | -21.7% | +10.6% |
| 3Y | +94.0% | +153.9% | -59.9% | +68.5% |
| 5Y | +16.2% | +43.9% | -27.7% | -6.3% |
| All | +44.9% | +136.7% | -91.8% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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