+146.0%
TT vs IBN
+61.6%
+84.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | -7.2% | -0.3% | -6.8% | -7.1% |
| 3M | -3.0% | +17.1% | -20.1% | -8.9% |
| 6M | +1.4% | +3.4% | -2.0% | -0.3% |
| YTD | +15.9% | +2.5% | +13.4% | +14.1% |
| 1Y | +9.4% | -4.2% | +13.6% | +10.1% |
| 3Y | +124.4% | +32.4% | +92.0% | +92.0% |
| All | +146.0% | +61.6% | +84.5% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling