+737.0%
TTMI vs IBB
+584.7%
+152.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.8% | +10.5% | +11.0% |
| 7D | -1.6% | +2.7% | -4.3% | -3.2% |
| 30D | -37.7% | +6.3% | -44.1% | -40.3% |
| 3M | -45.1% | +11.1% | -56.2% | -49.8% |
| 6M | -52.1% | +29.2% | -81.3% | -61.5% |
| YTD | +9.2% | +30.2% | -21.0% | -12.3% |
| 1Y | +12.9% | +39.5% | -26.6% | -14.0% |
| 3Y | +445.5% | +92.3% | +353.1% | +220.2% |
| 5Y | +427.9% | +43.0% | +384.9% | +286.8% |
| 10Y | +449.9% | +137.1% | +312.8% | +154.0% |
| All | +737.0% | +584.7% | +152.3% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling