+4,648.1%
TT vs IBN
+1,726.4%
+2,921.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.3% |
| 7D | -2.0% | +15.1% | -17.1% | -5.6% |
| 30D | -14.0% | +21.6% | -35.7% | -18.4% |
| 3M | -15.9% | +11.2% | -27.1% | -18.4% |
| 6M | -17.3% | +27.8% | -45.1% | -22.7% |
| YTD | +4.0% | +14.7% | -10.7% | -0.2% |
| 1Y | -7.1% | +14.4% | -21.5% | -10.8% |
| 3Y | +90.2% | +52.1% | +38.1% | +68.3% |
| 5Y | +131.1% | +70.7% | +60.4% | +97.9% |
| 10Y | +777.7% | +385.5% | +392.2% | +446.6% |
| All | +4,648.1% | +1,726.4% | +2,921.7% | +1,776.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling