+93.6%
TFC vs IBB
+86.9%
+6.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.7% |
| 30D | +8.6% | +6.7% | +1.9% | +4.9% |
| 3M | -4.3% | +6.3% | -10.7% | -8.1% |
| 6M | +5.4% | +23.9% | -18.5% | -7.7% |
| YTD | +4.5% | +26.6% | -22.1% | -10.2% |
| 1Y | +14.0% | +29.6% | -15.6% | -3.8% |
| All | +93.6% | +86.9% | +6.7% | +14.1% |
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