+24.4%
IOT vs TD
+127.3%
-102.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | -2.4% | -1.9% | -0.5% | -1.8% |
| 3M | +19.0% | +4.8% | +14.2% | +16.1% |
| 6M | +19.6% | +28.0% | -8.3% | +5.0% |
| YTD | +8.3% | +30.3% | -22.0% | -6.1% |
| 1Y | -0.8% | +59.8% | -60.6% | -22.8% |
| 3Y | +24.4% | +124.7% | -100.3% | -22.5% |
| All | +24.4% | +127.3% | -102.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling