+15.6%
TFC vs IBN
+56.7%
-41.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.9% |
| 7D | +2.2% | -2.2% | +4.4% | +3.3% |
| 30D | -2.5% | -2.3% | -0.2% | -1.5% |
| 3M | +4.5% | +15.9% | -11.3% | -2.6% |
| 6M | +11.0% | +5.6% | +5.4% | +7.8% |
| YTD | +5.9% | -0.1% | +6.0% | +5.4% |
| 1Y | +14.6% | -6.5% | +21.1% | +17.2% |
| 3Y | +96.7% | +29.3% | +67.4% | +65.8% |
| 5Y | +15.6% | +56.6% | -41.0% | -13.0% |
| All | +15.6% | +56.7% | -41.2% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling