+79.0%
TFC vs IONS
-29.6%
+108.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.2% | -29.4% | +28.2% | +3.6% |
| 30D | +7.8% | -35.1% | +42.9% | +14.4% |
| 3M | -3.0% | -48.9% | +45.9% | +6.6% |
| 6M | +5.8% | -62.4% | +68.2% | +20.8% |
| YTD | +5.3% | -64.2% | +69.5% | +21.0% |
| 1Y | +15.7% | -60.9% | +76.6% | +30.8% |
| 3Y | +94.8% | -38.9% | +133.7% | +96.7% |
| 5Y | 0.0% | -15.6% | +15.6% | -7.5% |
| 10Y | +79.0% | -33.5% | +112.5% | +71.5% |
| All | +79.0% | -29.6% | +108.6% | +71.5% |
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