-22.5%
TGT vs IOT
+55.2%
-77.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.8% |
| 7D | -3.6% | +5.1% | -8.6% | -4.1% |
| 30D | +4.4% | -3.0% | +7.4% | +4.7% |
| 3M | +25.4% | +15.0% | +10.4% | +23.0% |
| 6M | +33.4% | +13.1% | +20.2% | +30.3% |
| YTD | +65.6% | +9.0% | +56.6% | +61.5% |
| 1Y | +80.3% | +0.1% | +80.2% | +77.2% |
| 3Y | +42.1% | +26.4% | +15.7% | +30.5% |
| All | -22.5% | +55.2% | -77.7% | -38.9% |
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