+6.8%
IOT vs TMF
-30.5%
+37.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +0.9% | -9.3% | +10.2% | +2.8% |
| 30D | +1.4% | +1.9% | -0.6% | +1.1% |
| 3M | +0.5% | -11.2% | +11.8% | +2.5% |
| 6M | +50.3% | -17.7% | +68.0% | +54.3% |
| YTD | +16.7% | -24.5% | +41.1% | +20.9% |
| 1Y | +6.8% | -29.4% | +36.3% | +12.5% |
| All | +6.8% | -30.5% | +37.3% | +12.5% |
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