+245.6%
TFC vs IBB
+566.2%
-320.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.9% |
| 7D | +1.2% | -1.8% | +3.0% | +2.1% |
| 30D | +8.3% | +5.1% | +3.3% | +5.2% |
| 3M | -5.2% | +10.7% | -15.9% | -11.1% |
| 6M | -0.8% | +22.9% | -23.7% | -12.5% |
| YTD | +3.4% | +26.7% | -23.3% | -10.6% |
| 1Y | +17.0% | +35.1% | -18.1% | -2.5% |
| 3Y | +86.2% | +80.2% | +6.0% | +31.8% |
| 5Y | -2.3% | +37.8% | -40.1% | -21.0% |
| 10Y | +93.9% | +161.2% | -67.3% | +7.7% |
| All | +245.6% | +566.2% | -320.5% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling