-17.3%
TEM vs IOT
+14.9%
-32.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.4% |
| 30D | +38.4% | +3.8% | +34.6% | +36.8% |
| 3M | +23.7% | +14.2% | +9.5% | +17.8% |
| 6M | +26.0% | +40.1% | -14.1% | +9.9% |
| YTD | +9.4% | +13.4% | -4.0% | +2.3% |
| 1Y | -17.3% | +12.2% | -29.4% | -21.4% |
| All | -17.3% | +14.9% | -32.1% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling