+56.5%
IOT vs TMF
-88.1%
+144.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.1% | -3.5% |
| 7D | +5.1% | -0.9% | +5.9% | +5.2% |
| 30D | -3.0% | -1.0% | -2.1% | -2.9% |
| 3M | +15.0% | -11.3% | +26.2% | +16.8% |
| 6M | +13.1% | -22.7% | +35.9% | +17.0% |
| YTD | +9.0% | -17.3% | +26.4% | +11.7% |
| 1Y | +0.1% | -22.5% | +22.6% | +3.2% |
| 3Y | +26.4% | -43.2% | +69.7% | +31.9% |
| All | +56.5% | -88.1% | +144.6% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling