+52.0%
TDG vs IBN
+27.4%
+24.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | -1.9% | -3.0% | +1.1% | -1.0% |
| 30D | -7.7% | -1.5% | -6.2% | -7.3% |
| 3M | -9.3% | +7.9% | -17.2% | -11.3% |
| 6M | -9.4% | +8.6% | -18.0% | -11.6% |
| YTD | -14.3% | -0.6% | -13.7% | -14.8% |
| 1Y | -11.8% | -7.3% | -4.5% | -11.1% |
| 3Y | +52.0% | +26.2% | +25.8% | +41.2% |
| All | +52.0% | +27.4% | +24.5% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling