-22.6%
TSCO vs IOT
+54.4%
-77.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -4.4% | -4.7% | +0.3% | -4.0% |
| 3M | +9.7% | +17.8% | -8.1% | +7.7% |
| 6M | -32.4% | +16.8% | -49.2% | -33.9% |
| YTD | -31.7% | +8.4% | -40.1% | -33.0% |
| 1Y | -41.3% | -0.8% | -40.5% | -42.0% |
| 3Y | -18.3% | +25.7% | -44.1% | -24.5% |
| All | -22.6% | +54.4% | -77.0% | -36.3% |
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