+434.2%
TTMI vs IBN
+72.7%
+361.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | +22.6% | +5.7% | +16.9% | +20.5% |
| 30D | -34.3% | +20.5% | -54.8% | -39.0% |
| 3M | -44.8% | +15.2% | -60.0% | -47.9% |
| 6M | -53.3% | +34.5% | -87.8% | -58.8% |
| YTD | +10.6% | +16.4% | -5.8% | +3.2% |
| 1Y | +8.2% | +13.5% | -5.4% | +1.9% |
| 3Y | +435.7% | +55.4% | +380.2% | +323.4% |
| 5Y | +434.2% | +73.1% | +361.1% | +297.8% |
| All | +434.2% | +72.7% | +361.4% | +297.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling