+130.9%
TT vs IOT
+54.4%
+76.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -8.9% | -4.7% | -4.2% | -8.5% |
| 3M | -1.8% | +17.8% | -19.6% | -4.1% |
| 6M | +1.9% | +16.8% | -14.9% | -1.0% |
| YTD | +13.8% | +8.4% | +5.4% | +10.9% |
| 1Y | +6.1% | -0.8% | +6.9% | +4.3% |
| 3Y | +119.6% | +25.7% | +93.8% | +103.1% |
| All | +130.9% | +54.4% | +76.5% | +94.3% |
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