+14.0%
TFC vs BBIO
+42.7%
-28.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -2.2% |
| 30D | -3.4% | -13.6% | +10.2% | -2.4% |
| 3M | +0.4% | +7.2% | -6.8% | -0.2% |
| 6M | +12.7% | +1.5% | +11.2% | +12.3% |
| YTD | +5.6% | -5.3% | +10.9% | +5.4% |
| 1Y | +16.0% | +37.7% | -21.7% | +12.6% |
| 3Y | +94.0% | +153.9% | -59.9% | +78.2% |
| All | +14.0% | +42.7% | -28.7% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling