+97.2%
TFC vs IBN
+312.2%
-215.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -1.3% | -5.1% | +3.8% | +0.9% |
| 30D | -2.3% | -3.5% | +1.2% | -0.9% |
| 3M | +2.5% | +11.3% | -8.8% | -2.2% |
| 6M | +9.5% | +4.4% | +5.0% | +7.2% |
| YTD | +5.1% | -1.8% | +6.9% | +5.5% |
| 1Y | +15.5% | -8.0% | +23.5% | +18.8% |
| 3Y | +95.2% | +27.1% | +68.1% | +72.2% |
| 5Y | +14.5% | +54.5% | -40.0% | -7.6% |
| 10Y | +97.2% | +314.2% | -217.0% | +11.8% |
| All | +97.2% | +312.2% | -215.0% | +11.8% |
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