+812.9%
TTMI vs IBN
+54.0%
+758.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.3% |
| 7D | +7.5% | -5.1% | +12.6% | +9.6% |
| 30D | -4.5% | -3.5% | -1.0% | -3.3% |
| 3M | -28.5% | +11.3% | -39.8% | -31.8% |
| 6M | +28.4% | +4.4% | +23.9% | +25.5% |
| YTD | +80.1% | -1.8% | +81.9% | +79.9% |
| 1Y | +161.0% | -8.0% | +169.0% | +165.6% |
| 3Y | +862.4% | +27.1% | +835.4% | +737.6% |
| 5Y | +812.9% | +54.5% | +758.4% | +630.9% |
| All | +812.9% | +54.0% | +758.9% | +630.9% |
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