+753.3%
TT vs IBB
+156.3%
+596.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.2% |
| 30D | -14.0% | +5.1% | -19.1% | -16.2% |
| 3M | -15.9% | +10.7% | -26.6% | -20.5% |
| 6M | -17.3% | +22.9% | -40.2% | -26.0% |
| YTD | +4.0% | +26.7% | -22.7% | -8.6% |
| 1Y | -7.1% | +35.1% | -42.2% | -21.0% |
| 3Y | +90.2% | +80.2% | +10.0% | +37.9% |
| 5Y | +131.1% | +37.8% | +93.3% | +88.4% |
| All | +753.3% | +156.3% | +596.9% | +420.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling