+55.4%
IOT vs TNA
-11.4%
+66.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.7% |
| 7D | -4.5% | -7.3% | +2.7% | -1.2% |
| 30D | -2.4% | -14.2% | +11.7% | +4.4% |
| 3M | +19.0% | -4.6% | +23.5% | +20.0% |
| 6M | +19.6% | +36.9% | -17.3% | -2.8% |
| YTD | +8.3% | +42.5% | -34.3% | -15.6% |
| 1Y | -0.8% | +45.8% | -46.6% | -24.7% |
| 3Y | +24.4% | +104.7% | -80.2% | -34.6% |
| All | +55.4% | -11.4% | +66.8% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling