+55.6%
IOT vs TMF
-88.5%
+144.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.1% |
| 7D | -0.8% | -4.8% | +4.0% | -0.1% |
| 30D | -4.7% | -4.9% | +0.2% | -4.0% |
| 3M | +17.8% | -13.4% | +31.2% | +20.0% |
| 6M | +16.8% | -23.0% | +39.9% | +20.9% |
| YTD | +8.4% | -20.2% | +28.6% | +11.6% |
| 1Y | -0.8% | -26.5% | +25.7% | +3.1% |
| 3Y | +25.7% | -45.2% | +70.9% | +31.8% |
| All | +55.6% | -88.5% | +144.2% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling