+2,822.7%
TFC vs BIIB
+7,261.0%
-4,438.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +2.4% | +1.1% | +1.4% | +2.3% |
| 30D | -1.3% | +6.9% | -8.2% | -2.0% |
| 3M | +6.1% | +12.4% | -6.3% | +4.6% |
| 6M | +7.3% | +16.3% | -8.9% | +5.3% |
| YTD | +8.2% | +25.5% | -17.3% | +5.2% |
| 1Y | +14.4% | +57.8% | -43.4% | +8.6% |
| 3Y | +93.7% | -17.3% | +111.1% | +95.4% |
| 5Y | +16.4% | -33.8% | +50.2% | +18.8% |
| 10Y | +101.6% | -29.6% | +131.1% | +95.6% |
| All | +2,822.7% | +7,261.0% | -4,438.3% | +1,875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling