+79.0%
TFC vs IBB
+133.2%
-54.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | +7.8% | +6.8% | +1.0% | +3.6% |
| 3M | -3.0% | +9.2% | -12.2% | -8.6% |
| 6M | +5.8% | +28.3% | -22.5% | -9.7% |
| YTD | +5.3% | +29.4% | -24.1% | -11.0% |
| 1Y | +15.7% | +33.2% | -17.5% | -4.0% |
| 3Y | +94.8% | +90.2% | +4.6% | +29.5% |
| 5Y | 0.0% | +44.0% | -43.9% | -22.9% |
| 10Y | +79.0% | +133.1% | -54.1% | +0.4% |
| All | +79.0% | +133.2% | -54.2% | +0.4% |
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