+11.4%
TFC vs IOT
+61.4%
-50.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.4% |
| 7D | +2.4% | -2.3% | +4.8% | +2.6% |
| 30D | -1.3% | +3.8% | -5.1% | -1.9% |
| 3M | +6.1% | +14.2% | -8.1% | +3.7% |
| 6M | +7.3% | +40.1% | -32.8% | +1.0% |
| YTD | +8.2% | +13.4% | -5.2% | +4.5% |
| 1Y | +14.4% | +12.2% | +2.3% | +10.0% |
| 3Y | +93.7% | +30.0% | +63.7% | +77.8% |
| All | +11.4% | +61.4% | -50.1% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling