+8.9%
TFC vs IOT
+66.1%
-57.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | +0.9% | +1.3% | +2.1% |
| 30D | +10.8% | +1.4% | +9.4% | +10.5% |
| 3M | -3.8% | +0.5% | -4.3% | -4.2% |
| 6M | +9.6% | +50.3% | -40.7% | +2.8% |
| YTD | +5.8% | +16.7% | -10.9% | +1.6% |
| 1Y | +16.2% | +6.8% | +9.4% | +12.8% |
| 3Y | +96.0% | +75.5% | +20.5% | +73.7% |
| All | +8.9% | +66.1% | -57.2% | -9.5% |
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