+132.7%
TDG vs IOT
+54.4%
+78.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -9.3% | -4.7% | -4.6% | -8.8% |
| 3M | -7.1% | +17.8% | -24.8% | -9.4% |
| 6M | -11.2% | +16.8% | -28.0% | -13.9% |
| YTD | -15.3% | +8.4% | -23.7% | -17.5% |
| 1Y | -12.5% | -0.8% | -11.7% | -14.2% |
| 3Y | +51.2% | +25.7% | +25.5% | +38.4% |
| All | +132.7% | +54.4% | +78.3% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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