+104.5%
TFC vs IBB
+68.6%
+35.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +2.4% | +1.4% | +1.0% | +1.6% |
| 30D | -1.3% | +10.5% | -11.8% | -7.3% |
| 3M | +6.1% | +23.6% | -17.6% | -7.3% |
| 6M | +7.3% | +22.6% | -15.3% | -6.0% |
| YTD | +8.2% | +25.7% | -17.5% | -7.2% |
| 1Y | +14.4% | +51.4% | -36.9% | -14.5% |
| All | +104.5% | +68.6% | +35.9% | +32.8% |
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 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