+24.4%
IOT vs TNA
+101.9%
-77.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | -4.5% | -7.3% | +2.7% | -1.9% |
| 30D | -2.4% | -14.2% | +11.7% | +2.8% |
| 3M | +19.0% | -4.6% | +23.5% | +19.8% |
| 6M | +19.6% | +36.9% | -17.3% | +1.5% |
| YTD | +8.3% | +42.5% | -34.3% | -11.2% |
| 1Y | -0.8% | +45.8% | -46.6% | -20.3% |
| 3Y | +24.4% | +104.7% | -80.2% | -30.4% |
| All | +24.4% | +101.9% | -77.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling