+290.7%
TSM vs IOT
+55.2%
+235.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.2% |
| 7D | +4.8% | +5.1% | -0.3% | +3.9% |
| 30D | +4.0% | -3.0% | +7.1% | +4.4% |
| 3M | +2.0% | +15.0% | -13.0% | -1.5% |
| 6M | +25.5% | +13.1% | +12.4% | +20.4% |
| YTD | +44.0% | +9.0% | +35.0% | +37.7% |
| 1Y | +75.4% | +0.1% | +75.3% | +70.1% |
| 3Y | +406.7% | +26.4% | +380.3% | +353.1% |
| All | +290.7% | +55.2% | +235.4% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling