+267.7%
TPR vs IOT
+69.6%
+198.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.9% |
| 7D | +12.7% | +0.8% | +11.9% | +12.4% |
| 30D | +17.1% | +1.6% | +15.4% | +16.4% |
| 3M | -15.9% | +3.3% | -19.2% | -17.2% |
| 6M | +2.6% | +42.0% | -39.4% | -6.6% |
| YTD | +7.5% | +19.1% | -11.6% | -0.4% |
| 1Y | +32.9% | +8.8% | +24.2% | +25.3% |
| 3Y | +413.8% | +79.2% | +334.6% | +307.2% |
| All | +267.7% | +69.6% | +198.1% | +140.6% |
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