+52.2%
TEM vs IOT
+35.8%
+16.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.7% | -0.9% | -3.0% |
| 7D | -1.1% | +5.1% | -6.1% | -3.3% |
| 30D | +11.3% | -3.0% | +14.3% | +12.5% |
| 3M | +25.5% | +15.0% | +10.6% | +14.5% |
| 6M | +17.1% | +13.1% | +4.0% | +5.9% |
| YTD | +3.8% | +9.0% | -5.3% | -6.0% |
| 1Y | -24.4% | +0.1% | -24.5% | -28.7% |
| All | +52.2% | +35.8% | +16.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling