+135.1%
TT vs IOT
+61.4%
+73.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.4% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | -7.2% | +3.8% | -11.0% | -7.6% |
| 3M | -3.0% | +14.2% | -17.1% | -4.8% |
| 6M | +1.4% | +40.1% | -38.8% | -4.1% |
| YTD | +15.9% | +13.4% | +2.5% | +12.4% |
| 1Y | +9.4% | +12.2% | -2.7% | +5.7% |
| 3Y | +124.4% | +30.0% | +94.4% | +106.8% |
| All | +135.1% | +61.4% | +73.6% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling