+79.0%
TFC vs IBN
+389.8%
-310.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.2% | +11.1% | -12.3% | -5.7% |
| 30D | +7.8% | +23.9% | -16.1% | -1.9% |
| 3M | -3.0% | +16.3% | -19.3% | -9.3% |
| 6M | +5.8% | +34.2% | -28.4% | -7.1% |
| YTD | +5.3% | +17.6% | -12.3% | -2.4% |
| 1Y | +15.7% | +13.8% | +1.8% | +8.7% |
| 3Y | +94.8% | +57.0% | +37.8% | +56.1% |
| 5Y | 0.0% | +75.3% | -75.3% | -23.9% |
| 10Y | +79.0% | +388.7% | -309.6% | -6.2% |
| All | +79.0% | +389.8% | -310.8% | -6.2% |
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