+369.4%
TTMI vs IBB
+78.6%
+290.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.7% | +5.2% | +5.5% |
| 7D | -19.8% | -1.8% | -18.0% | -18.2% |
| 30D | -48.1% | +5.1% | -53.2% | -49.6% |
| 3M | -51.2% | +10.7% | -61.9% | -55.3% |
| 6M | -59.6% | +22.9% | -82.5% | -66.5% |
| YTD | -3.6% | +26.7% | -30.3% | -22.0% |
| 1Y | -2.3% | +35.1% | -37.5% | -24.9% |
| 3Y | +369.4% | +80.2% | +289.2% | +189.8% |
| All | +369.4% | +78.6% | +290.8% | +189.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling