+80.9%
TFC vs IBB
+130.8%
-49.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.5% |
| 7D | +1.7% | +0.8% | +0.9% | +1.2% |
| 30D | +9.0% | +5.2% | +3.8% | +5.7% |
| 3M | -2.1% | +8.6% | -10.7% | -7.5% |
| 6M | +3.4% | +27.8% | -24.5% | -11.6% |
| YTD | +5.3% | +28.8% | -23.5% | -10.8% |
| 1Y | +16.2% | +36.4% | -20.2% | -5.0% |
| 3Y | +94.8% | +89.3% | +5.5% | +29.8% |
| 5Y | -0.7% | +43.3% | -43.9% | -23.2% |
| 10Y | +80.9% | +130.6% | -49.8% | +1.8% |
| All | +80.9% | +130.8% | -49.9% | +1.8% |
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