+229.9%
TTMI vs IBN
+2,952.5%
-2,722.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | +22.6% | +5.7% | +16.9% | +20.6% |
| 30D | -34.3% | +20.5% | -54.8% | -38.5% |
| 3M | -44.8% | +15.2% | -60.0% | -47.6% |
| 6M | -53.3% | +34.5% | -87.8% | -57.8% |
| YTD | +10.6% | +16.4% | -5.8% | +4.5% |
| 1Y | +8.2% | +13.5% | -5.4% | +3.1% |
| 3Y | +435.7% | +55.4% | +380.2% | +357.0% |
| 5Y | +434.2% | +73.1% | +361.1% | +338.8% |
| 10Y | +426.4% | +383.7% | +42.7% | +190.8% |
| All | +229.9% | +2,952.5% | -2,722.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling