+443.1%
TTMI vs IBN
+2,589.5%
-2,146.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.6% | +9.1% |
| 7D | +5.9% | +1.4% | +4.5% | +5.4% |
| 30D | -4.3% | -0.3% | -4.0% | -4.3% |
| 3M | -32.0% | +17.1% | -49.2% | -35.5% |
| 6M | +19.5% | +3.4% | +16.1% | +18.2% |
| YTD | +82.0% | +2.5% | +79.5% | +80.4% |
| 1Y | +172.6% | -4.2% | +176.8% | +174.7% |
| 3Y | +744.7% | +32.4% | +712.3% | +663.5% |
| 5Y | +805.6% | +59.2% | +746.4% | +667.3% |
| 10Y | +1,057.6% | +345.7% | +711.9% | +559.2% |
| All | +443.1% | +2,589.5% | -2,146.4% | +27.3% |
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 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