+8.1%
TFC vs IOT
+55.2%
-47.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.3% |
| 7D | -1.3% | +5.1% | -6.4% | -1.9% |
| 30D | -2.3% | -3.0% | +0.7% | -2.1% |
| 3M | +2.5% | +15.0% | -12.5% | +0.1% |
| 6M | +9.5% | +13.1% | -3.7% | +6.4% |
| YTD | +5.1% | +9.0% | -4.0% | +2.0% |
| 1Y | +15.5% | +0.1% | +15.3% | +13.1% |
| 3Y | +95.2% | +26.4% | +68.7% | +79.8% |
| All | +8.1% | +55.2% | -47.1% | -9.1% |
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 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