+1,410.3%
IBKR vs TT
+2,012.1%
-601.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | +1.3% | +1.4% | -0.1% | +0.6% |
| 30D | -0.3% | -6.7% | +6.3% | +3.1% |
| 3M | +4.7% | -5.4% | +10.1% | +7.1% |
| 6M | +34.0% | +4.4% | +29.6% | +30.6% |
| YTD | +40.8% | +14.9% | +25.9% | +30.5% |
| 1Y | +45.7% | +9.3% | +36.5% | +38.2% |
| 3Y | +288.4% | +121.7% | +166.6% | +158.6% |
| 5Y | +487.2% | +148.2% | +339.0% | +263.8% |
| 10Y | +991.2% | +957.3% | +34.0% | +231.1% |
| All | +1,410.3% | +2,012.1% | -601.8% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 all: compounded portfolio wealth divided by compounded TT 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…
all analysis · Full analysis span regression · 6 months rolling