+98.6%
TFC vs IONS
+88.4%
+10.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.8% |
| 7D | +2.2% | -5.3% | +7.5% | +3.1% |
| 30D | -2.5% | +0.3% | -2.7% | -2.6% |
| 3M | +4.5% | -22.9% | +27.4% | +7.7% |
| 6M | +11.0% | -23.4% | +34.4% | +14.3% |
| YTD | +5.9% | -28.3% | +34.2% | +10.2% |
| 1Y | +14.6% | -7.0% | +21.6% | +13.7% |
| 3Y | +96.7% | +37.6% | +59.1% | +75.7% |
| 5Y | +15.6% | +53.4% | -37.8% | -1.5% |
| 10Y | +98.6% | +83.9% | +14.7% | +60.2% |
| All | +98.6% | +88.4% | +10.2% | +60.2% |
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