+527.9%
TTD vs IBN
+389.8%
+138.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +20.8% | +11.1% | +9.7% | +14.8% |
| 30D | +33.8% | +23.9% | +10.0% | +20.9% |
| 3M | +17.8% | +16.3% | +1.5% | +9.6% |
| 6M | -25.7% | +34.2% | -60.0% | -35.4% |
| YTD | -57.9% | +17.6% | -75.5% | -61.3% |
| 1Y | -63.8% | +13.8% | -77.7% | -66.3% |
| 3Y | -75.0% | +57.0% | -132.1% | -80.8% |
| 5Y | -82.5% | +75.3% | -157.9% | -87.0% |
| 10Y | +527.9% | +388.7% | +139.2% | +249.9% |
| All | +527.9% | +389.8% | +138.1% | +249.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling