+95.6%
TFC vs IQV
+242.6%
-147.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | -2.4% | -2.2% | -0.2% | -1.4% |
| 30D | -3.4% | +8.3% | -11.7% | -6.9% |
| 3M | +0.4% | +44.6% | -44.1% | -16.0% |
| 6M | +12.7% | +52.6% | -39.9% | -9.4% |
| YTD | +5.6% | +16.1% | -10.6% | -4.8% |
| 1Y | +16.0% | +37.3% | -21.3% | -4.4% |
| 3Y | +94.0% | +21.6% | +72.4% | +63.3% |
| 5Y | +16.2% | +0.5% | +15.7% | +5.0% |
| All | +95.6% | +242.6% | -147.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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