+58.1%
IOT vs TLN
+571.8%
-513.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | -4.7% | -12.9% | +8.3% | -2.3% |
| 3M | +17.8% | -7.4% | +25.2% | +17.1% |
| 6M | +16.8% | -6.0% | +22.9% | +14.0% |
| YTD | +8.4% | -16.9% | +25.3% | +8.0% |
| 1Y | -0.8% | -22.6% | +21.8% | +0.3% |
| 3Y | +25.7% | +469.0% | -443.3% | -43.3% |
| All | +58.1% | +571.8% | -513.7% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling