-32.4%
TSCO vs IOT
+12.7%
-45.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -4.4% | -4.7% | +0.3% | -4.2% |
| 3M | +9.7% | +17.8% | -8.1% | +8.9% |
| 6M | -32.4% | +16.8% | -49.2% | -32.5% |
| All | -32.4% | +12.7% | -45.1% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling