+98.6%
TFC vs IBB
+122.6%
-24.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -0.9% |
| 7D | +2.2% | -1.7% | +3.9% | +3.2% |
| 30D | -2.5% | +4.9% | -7.3% | -5.5% |
| 3M | +4.5% | +24.2% | -19.7% | -8.4% |
| 6M | +11.0% | +23.8% | -12.9% | -3.0% |
| YTD | +5.9% | +23.0% | -17.1% | -7.3% |
| 1Y | +14.6% | +46.2% | -31.6% | -9.8% |
| 3Y | +96.7% | +64.8% | +31.9% | +43.6% |
| 5Y | +15.6% | +20.9% | -5.3% | -0.9% |
| 10Y | +98.6% | +121.6% | -23.0% | +15.2% |
| All | +98.6% | +122.6% | -24.0% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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