+86.2%
TFC vs IBB
+78.6%
+7.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.8% |
| 7D | +1.2% | -1.8% | +3.0% | +2.0% |
| 30D | +8.3% | +5.1% | +3.3% | +5.4% |
| 3M | -5.2% | +10.7% | -15.9% | -11.0% |
| 6M | -0.8% | +22.9% | -23.7% | -12.7% |
| YTD | +3.4% | +26.7% | -23.3% | -11.2% |
| 1Y | +17.0% | +35.1% | -18.1% | -4.0% |
| 3Y | +86.2% | +80.2% | +6.0% | +16.5% |
| All | +86.2% | +78.6% | +7.5% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling