+379.4%
TTD vs IBN
+337.9%
+41.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.0% |
| 7D | +6.3% | +1.4% | +4.9% | +5.7% |
| 30D | -23.9% | -0.3% | -23.6% | -23.7% |
| 3M | -31.4% | +17.1% | -48.5% | -36.2% |
| 6M | -42.7% | +3.4% | -46.1% | -43.8% |
| YTD | -62.0% | +2.5% | -64.5% | -62.7% |
| 1Y | -72.2% | -4.2% | -68.0% | -72.0% |
| 3Y | -81.9% | +32.4% | -114.3% | -84.8% |
| 5Y | -81.5% | +59.2% | -140.7% | -85.4% |
| All | +379.4% | +337.9% | +41.5% | +179.1% |
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