+96.0%
TFC vs IQV
+36.2%
+59.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.8% |
| 7D | +2.3% | -2.5% | +4.7% | +2.9% |
| 30D | +10.8% | +1.2% | +9.6% | +10.3% |
| 3M | -3.8% | +9.8% | -13.5% | -6.3% |
| 6M | +9.6% | +53.8% | -44.2% | -3.4% |
| YTD | +5.8% | +17.6% | -11.8% | +0.3% |
| 1Y | +16.2% | +18.6% | -2.4% | +9.7% |
| 3Y | +96.0% | +36.9% | +59.1% | +55.8% |
| All | +96.0% | +36.2% | +59.8% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling