-1.1%
TFC vs IBN
+70.2%
-71.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.1% |
| 7D | +0.3% | +14.6% | -14.3% | -6.3% |
| 30D | +9.2% | +23.5% | -14.4% | -1.7% |
| 3M | -2.9% | +14.0% | -16.9% | -9.2% |
| 6M | +3.5% | +31.1% | -27.6% | -9.8% |
| YTD | +5.4% | +16.6% | -11.1% | -2.9% |
| 1Y | +17.3% | +14.9% | +2.4% | +8.7% |
| 3Y | +96.7% | +56.9% | +39.8% | +47.4% |
| 5Y | -1.1% | +69.7% | -70.8% | -31.1% |
| All | -1.1% | +70.2% | -71.3% | -31.1% |
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