-24.8%
TMF vs IBN
+51.2%
-76.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -1.3% |
| 7D | +1.2% | +15.1% | -13.9% | -2.5% |
| 30D | +19.7% | +21.6% | -1.9% | +13.8% |
| 3M | -2.1% | +11.2% | -13.3% | -5.0% |
| 6M | -13.4% | +27.8% | -41.2% | -18.7% |
| YTD | -16.7% | +14.7% | -31.4% | -20.4% |
| 1Y | -23.3% | +14.4% | -37.7% | -26.7% |
| 3Y | -24.8% | +52.1% | -76.9% | -35.7% |
| All | -24.8% | +51.2% | -76.1% | -35.7% |
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