+873.0%
TTMI vs IBN
+25.8%
+847.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.4% |
| 7D | +7.5% | -5.1% | +12.6% | +9.3% |
| 30D | -4.5% | -3.5% | -1.0% | -3.5% |
| 3M | -28.5% | +11.3% | -39.8% | -31.5% |
| 6M | +28.4% | +4.4% | +23.9% | +25.3% |
| YTD | +80.1% | -1.8% | +81.9% | +78.4% |
| 1Y | +161.0% | -8.0% | +169.0% | +161.6% |
| All | +873.0% | +25.8% | +847.1% | +761.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling