+364.1%
TTD vs IBN
+316.9%
+47.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -7.4% | -5.5% | -2.0% | -5.0% |
| 30D | +3.0% | -3.4% | +6.4% | +4.6% |
| 3M | -27.6% | +8.7% | -36.3% | -30.3% |
| 6M | -49.5% | +3.7% | -53.2% | -50.5% |
| YTD | -63.2% | -2.4% | -60.8% | -63.1% |
| 1Y | -69.7% | -8.1% | -61.6% | -68.9% |
| 3Y | -83.3% | +26.3% | -109.7% | -85.7% |
| 5Y | -80.8% | +54.9% | -135.7% | -84.6% |
| All | +364.1% | +316.9% | +47.2% | +176.4% |
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 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