+266.5%
TPR vs IOT
+66.5%
+200.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | +12.1% | +0.8% | +11.2% | +11.8% |
| 30D | +16.7% | -0.2% | +16.9% | +16.4% |
| 3M | -17.4% | +4.0% | -21.4% | -18.8% |
| 6M | +2.3% | +39.4% | -37.1% | -6.6% |
| YTD | +7.1% | +16.9% | -9.8% | -0.4% |
| 1Y | +29.5% | +4.1% | +25.4% | +23.3% |
| 3Y | +415.0% | +72.7% | +342.3% | +311.5% |
| All | +266.5% | +66.5% | +200.0% | +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 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