+121.6%
TDG vs IBN
+55.4%
+66.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -2.7% | -5.5% | +2.8% | -0.4% |
| 30D | -9.3% | -3.4% | -5.9% | -8.0% |
| 3M | -7.1% | +8.7% | -15.7% | -10.3% |
| 6M | -11.2% | +3.7% | -14.9% | -12.7% |
| YTD | -15.3% | -2.4% | -12.9% | -14.9% |
| 1Y | -12.5% | -8.1% | -4.4% | -10.3% |
| 3Y | +51.2% | +26.3% | +24.9% | +30.4% |
| All | +121.6% | +55.4% | +66.2% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling