+284.1%
TSM vs IOT
+54.4%
+229.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.6% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | +1.4% | -4.7% | +6.1% | +2.1% |
| 3M | +5.0% | +17.8% | -12.8% | +0.9% |
| 6M | +24.0% | +16.8% | +7.1% | +18.2% |
| YTD | +41.6% | +8.4% | +33.1% | +35.5% |
| 1Y | +66.2% | -0.8% | +67.0% | +61.4% |
| 3Y | +398.2% | +25.7% | +372.5% | +345.9% |
| All | +284.1% | +54.4% | +229.7% | +199.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling