+95.3%
TFC vs BIIB
-26.8%
+122.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | 0.0% |
| 7D | -2.5% | -4.0% | +1.6% | -1.9% |
| 30D | -2.8% | +5.7% | -8.5% | -3.6% |
| 3M | +2.1% | +10.9% | -8.8% | +0.4% |
| 6M | +10.1% | +14.3% | -4.2% | +7.4% |
| YTD | +5.4% | +22.4% | -17.0% | +1.6% |
| 1Y | +16.3% | +51.1% | -34.7% | +8.4% |
| 3Y | +95.9% | -16.8% | +112.7% | +96.9% |
| 5Y | +16.0% | -28.1% | +44.1% | +17.2% |
| All | +95.3% | -26.8% | +122.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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