-33.5%
TEM vs IOT
-1.6%
-31.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -8.7% | -4.5% | -4.2% | -7.4% |
| 30D | +8.1% | -2.4% | +10.5% | +8.7% |
| 3M | +19.0% | +19.0% | 0.0% | +10.9% |
| 6M | +12.0% | +19.6% | -7.6% | +2.4% |
| YTD | -0.1% | +8.3% | -8.3% | -4.6% |
| 1Y | -33.5% | -0.8% | -32.7% | -34.8% |
| All | -33.5% | -1.6% | -31.9% | -34.8% |
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