+901.9%
TTMI vs IBB
+64.8%
+837.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.7% |
| 7D | +12.2% | -1.7% | +13.8% | +13.4% |
| 30D | -5.7% | +4.9% | -10.6% | -10.5% |
| 3M | -27.5% | +24.2% | -51.7% | -41.4% |
| 6M | +47.1% | +23.8% | +23.3% | +19.4% |
| YTD | +87.5% | +23.0% | +64.5% | +53.2% |
| 1Y | +175.2% | +46.2% | +129.1% | +94.9% |
| 3Y | +901.9% | +64.8% | +837.1% | +493.1% |
| All | +901.9% | +64.8% | +837.1% | +493.1% |
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