+346.2%
TSM vs IOT
+79.2%
+267.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.3% | +4.0% |
| 7D | +4.4% | -1.3% | +5.8% | +4.7% |
| 30D | -7.0% | +1.5% | -8.5% | -7.2% |
| 3M | -1.8% | +4.8% | -6.6% | -2.9% |
| 6M | +2.7% | +45.3% | -42.6% | -5.3% |
| YTD | +37.1% | +19.2% | +17.9% | +29.9% |
| 1Y | +43.5% | +6.1% | +37.4% | +39.5% |
| All | +346.2% | +79.2% | +267.0% | +295.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling