-29.4%
TSCO vs IOT
+8.2%
-37.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +4.1% |
| 7D | +15.7% | -0.5% | +16.2% | +15.7% |
| 30D | +16.4% | +1.0% | +15.4% | +16.3% |
| 3M | +11.2% | +10.9% | +0.3% | +10.8% |
| 6M | +14.9% | +39.9% | -25.0% | +14.5% |
| YTD | -25.4% | +20.8% | -46.2% | -24.6% |
| 1Y | -29.4% | +10.6% | -39.9% | -28.9% |
| All | -29.4% | +8.2% | -37.5% | -28.9% |
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