+55.6%
IOT vs TCOM
+57.5%
-1.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | -0.8% | -6.5% | +5.7% | +1.5% |
| 30D | -4.7% | -16.2% | +11.6% | +0.9% |
| 3M | +17.8% | -19.3% | +37.1% | +25.9% |
| 6M | +16.8% | -27.2% | +44.1% | +29.1% |
| YTD | +8.4% | -46.2% | +54.6% | +31.2% |
| 1Y | -0.8% | -46.6% | +45.8% | +20.4% |
| 3Y | +25.7% | +8.4% | +17.4% | +9.9% |
| All | +55.6% | +57.5% | -1.9% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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