+230.0%
TPR vs IOT
+61.4%
+168.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.7% |
| 7D | -2.3% | -2.3% | 0.0% | -2.0% |
| 30D | -23.0% | +3.8% | -26.8% | -23.9% |
| 3M | -12.5% | +14.2% | -26.6% | -15.8% |
| 6M | -21.4% | +40.1% | -61.5% | -29.2% |
| YTD | -3.5% | +13.4% | -16.9% | -9.3% |
| 1Y | +17.4% | +12.2% | +5.2% | +9.2% |
| 3Y | +291.3% | +30.0% | +261.3% | +234.6% |
| All | +230.0% | +61.4% | +168.6% | +119.1% |
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 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