-53.3%
TTMI vs IBN
+34.2%
-87.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.6% |
| 7D | +22.6% | +5.7% | +16.9% | +26.3% |
| 30D | -34.3% | +20.5% | -54.8% | -28.0% |
| 3M | -44.8% | +15.2% | -60.0% | -39.6% |
| 6M | -53.3% | +34.5% | -87.8% | -50.4% |
| All | -53.3% | +34.2% | -87.5% | -50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling