+401.9%
TFC vs IBN
+1,532.9%
-1,131.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | +6.1% | +17.1% | -11.0% | +1.6% |
| 6M | +7.3% | +3.4% | +3.9% | +6.3% |
| YTD | +8.2% | +2.5% | +5.7% | +7.3% |
| 1Y | +14.4% | -4.2% | +18.6% | +15.3% |
| 3Y | +93.7% | +32.4% | +61.3% | +77.8% |
| 5Y | +16.4% | +59.2% | -42.8% | +1.6% |
| 10Y | +101.6% | +345.7% | -244.1% | +30.7% |
| All | +401.9% | +1,532.9% | -1,131.0% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling