+84.4%
TSM vs IOT
+14.9%
+69.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.9% | +2.8% |
| 7D | +2.7% | -2.3% | +5.1% | +2.7% |
| 30D | +3.6% | +3.8% | -0.2% | +3.6% |
| 3M | -3.4% | +14.2% | -17.5% | -3.8% |
| 6M | +20.6% | +40.1% | -19.5% | +17.8% |
| YTD | +41.9% | +13.4% | +28.5% | +43.7% |
| 1Y | +84.4% | +12.2% | +72.2% | +90.0% |
| All | +84.4% | +14.9% | +69.5% | +90.0% |
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