+25.4%
TMO vs IOT
+8.2%
+17.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +4.3% | +1.0% | +3.4% | +4.2% |
| 3M | +25.1% | +10.9% | +14.2% | +24.2% |
| 6M | +52.9% | +39.9% | +13.0% | +48.6% |
| YTD | +22.2% | +20.8% | +1.4% | +20.3% |
| 1Y | +25.4% | +10.6% | +14.8% | +23.5% |
| All | +25.4% | +8.2% | +17.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling