-5.8%
TDG vs IBN
+4.2%
-10.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | -1.0% |
| 7D | +7.1% | +8.9% | -1.9% | +3.0% |
| 30D | +11.4% | +12.6% | -1.3% | +5.6% |
| 3M | -4.6% | +3.1% | -7.6% | -6.0% |
| 6M | +5.8% | +20.6% | -14.7% | -2.6% |
| YTD | -8.5% | +5.8% | -14.3% | -14.0% |
| 1Y | -5.8% | +3.7% | -9.5% | -10.9% |
| All | -5.8% | +4.2% | -10.0% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling