-40.9%
TSCO vs IOT
+14.9%
-55.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.1% |
| 7D | +0.8% | -2.3% | +3.1% | +0.8% |
| 30D | +5.5% | +3.8% | +1.7% | +5.4% |
| 3M | +20.0% | +14.2% | +5.8% | +19.6% |
| 6M | -29.8% | +40.1% | -69.9% | -29.9% |
| YTD | -28.7% | +13.4% | -42.1% | -28.2% |
| 1Y | -40.9% | +12.2% | -53.1% | -40.6% |
| All | -40.9% | +14.9% | -55.8% | -40.6% |
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 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