+736.3%
TT vs IBB
+126.8%
+609.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +4.0% | -0.5% | +4.6% | +4.3% |
| 30D | -11.3% | +4.6% | -15.9% | -13.3% |
| 3M | -12.3% | +6.8% | -19.1% | -15.6% |
| 6M | -10.8% | +23.1% | -34.0% | -20.4% |
| YTD | +8.2% | +26.0% | -17.9% | -4.7% |
| 1Y | +1.5% | +30.4% | -28.9% | -12.2% |
| 3Y | +91.5% | +85.4% | +6.0% | +36.6% |
| 5Y | +130.2% | +39.7% | +90.5% | +86.4% |
| All | +736.3% | +126.8% | +609.5% | +425.5% |
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