+90.2%
TT vs IBB
+78.6%
+11.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.8% |
| 7D | -2.0% | -1.8% | -0.2% | -1.4% |
| 30D | -14.0% | +5.1% | -19.1% | -15.6% |
| 3M | -15.9% | +10.7% | -26.6% | -19.5% |
| 6M | -17.3% | +22.9% | -40.2% | -24.7% |
| YTD | +4.0% | +26.7% | -22.7% | -6.7% |
| 1Y | -7.1% | +35.1% | -42.2% | -19.0% |
| 3Y | +90.2% | +80.2% | +10.0% | +48.0% |
| All | +90.2% | +78.6% | +11.6% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling