+75.7%
TFC vs IBN
+385.6%
-309.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +2.3% | +1.9% | +0.4% | +1.5% |
| 30D | +10.8% | +22.1% | -11.3% | +1.5% |
| 3M | -3.8% | +17.1% | -20.9% | -10.3% |
| 6M | +9.6% | +35.5% | -26.0% | -4.2% |
| YTD | +5.8% | +16.8% | -11.0% | -1.7% |
| 1Y | +16.2% | +12.4% | +3.8% | +9.7% |
| 3Y | +96.0% | +58.0% | +37.9% | +56.5% |
| 5Y | +1.7% | +73.7% | -72.0% | -22.3% |
| All | +75.7% | +385.6% | -309.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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