+50.0%
TDG vs IBB
+63.1%
-13.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -2.4% | -3.9% | +1.5% | -0.8% |
| 30D | -8.0% | +2.7% | -10.7% | -9.2% |
| 3M | -10.5% | +21.4% | -31.8% | -18.1% |
| 6M | -11.9% | +20.1% | -32.0% | -19.0% |
| YTD | -15.4% | +21.9% | -37.2% | -22.9% |
| 1Y | -14.2% | +44.1% | -58.3% | -27.6% |
| All | +50.0% | +63.1% | -13.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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