+42.1%
TEL vs IOT
+54.1%
-12.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.6% |
| 7D | +1.6% | -4.5% | +6.1% | +2.3% |
| 30D | -0.7% | -2.4% | +1.8% | -0.4% |
| 3M | +2.4% | +19.0% | -16.5% | -0.7% |
| 6M | +4.1% | +19.6% | -15.5% | 0.0% |
| YTD | -5.8% | +8.3% | -14.1% | -8.8% |
| 1Y | +0.9% | -0.8% | +1.7% | -1.2% |
| 3Y | +72.6% | +24.4% | +48.2% | +56.0% |
| All | +42.1% | +54.1% | -12.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling