+379.4%
TTD vs IBB
+120.2%
+259.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.4% |
| 7D | +6.3% | +1.4% | +4.9% | +4.7% |
| 30D | -23.9% | +10.5% | -34.4% | -33.5% |
| 3M | -31.4% | +23.6% | -55.0% | -47.8% |
| 6M | -42.7% | +22.6% | -65.3% | -57.0% |
| YTD | -62.0% | +25.7% | -87.7% | -72.5% |
| 1Y | -72.2% | +51.4% | -123.6% | -84.2% |
| 3Y | -81.9% | +64.4% | -146.3% | -91.3% |
| 5Y | -81.5% | +22.1% | -103.7% | -86.0% |
| All | +379.4% | +120.2% | +259.2% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling