+96.7%
TFC vs BIIB
-19.0%
+115.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.6% | -1.3% |
| 7D | +2.2% | -1.6% | +3.9% | +2.6% |
| 30D | -2.5% | +2.2% | -4.7% | -3.0% |
| 3M | +4.5% | +10.3% | -5.8% | +1.6% |
| 6M | +11.0% | +14.9% | -4.0% | +6.0% |
| YTD | +5.9% | +20.7% | -14.9% | -1.0% |
| 1Y | +14.6% | +50.3% | -35.8% | -0.8% |
| 3Y | +96.7% | -18.0% | +114.7% | +112.3% |
| All | +96.7% | -19.0% | +115.7% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling