+56.5%
IOT vs TSN
-29.7%
+86.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | +5.1% | -7.3% | +12.3% | +6.0% |
| 30D | -3.0% | -8.6% | +5.6% | -2.0% |
| 3M | +15.0% | -7.5% | +22.5% | +15.9% |
| 6M | +13.1% | -14.1% | +27.3% | +14.4% |
| YTD | +9.0% | -9.4% | +18.5% | +9.1% |
| 1Y | +0.1% | -4.1% | +4.2% | -1.1% |
| 3Y | +26.4% | +10.3% | +16.1% | +16.9% |
| All | +56.5% | -29.7% | +86.1% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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