+75.7%
TFC vs IONS
-32.1%
+107.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +0.2% |
| 7D | +2.3% | -26.3% | +28.5% | +6.4% |
| 30D | +10.8% | -31.9% | +42.8% | +16.7% |
| 3M | -3.8% | -48.0% | +44.2% | +5.5% |
| 6M | +9.6% | -62.6% | +72.1% | +25.2% |
| YTD | +5.8% | -63.3% | +69.0% | +21.0% |
| 1Y | +16.2% | -58.4% | +74.6% | +30.0% |
| 3Y | +96.0% | -38.2% | +134.2% | +97.6% |
| 5Y | +1.7% | -11.1% | +12.8% | -6.8% |
| All | +75.7% | -32.1% | +107.8% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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