+12,759.1%
TDG vs IBN
+572.8%
+12,186.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -2.4% | -5.1% | +2.7% | -1.0% |
| 30D | -8.0% | -3.5% | -4.5% | -7.1% |
| 3M | -10.5% | +11.3% | -21.8% | -13.1% |
| 6M | -11.9% | +4.4% | -16.3% | -13.0% |
| YTD | -15.4% | -1.8% | -13.6% | -15.1% |
| 1Y | -14.2% | -8.0% | -6.2% | -12.7% |
| 3Y | +51.0% | +27.1% | +24.0% | +39.8% |
| 5Y | +126.5% | +54.5% | +72.0% | +98.2% |
| 10Y | +535.6% | +314.2% | +221.3% | +318.8% |
| All | +12,759.1% | +572.8% | +12,186.4% | +5,607.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling