+1,124.0%
TTMI vs IBN
+324.2%
+799.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.8% |
| 7D | +0.7% | -3.0% | +3.7% | +1.6% |
| 30D | -8.4% | -1.5% | -6.9% | -8.1% |
| 3M | -32.5% | +7.9% | -40.4% | -34.2% |
| 6M | +32.5% | +8.6% | +23.8% | +29.0% |
| YTD | +83.2% | -0.6% | +83.8% | +83.0% |
| 1Y | +161.7% | -7.3% | +169.0% | +165.9% |
| 3Y | +890.1% | +26.2% | +863.9% | +807.8% |
| 5Y | +832.4% | +57.8% | +774.6% | +695.3% |
| All | +1,124.0% | +324.2% | +799.8% | +664.6% |
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