+12.2%
IOT vs TMF
-15.2%
+27.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | -2.3% | -1.4% | -0.9% | -2.1% |
| 30D | +3.8% | -2.8% | +6.6% | +4.3% |
| 3M | +14.2% | -10.9% | +25.1% | +16.0% |
| 6M | +40.1% | -21.3% | +61.4% | +46.0% |
| YTD | +13.4% | -15.9% | +29.3% | +16.0% |
| 1Y | +12.2% | -15.7% | +27.9% | +6.9% |
| All | +12.2% | -15.2% | +27.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling