-72.2%
TTD vs IOT
+14.9%
-87.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.7% | -8.1% | -5.4% |
| 7D | +6.3% | -2.3% | +8.7% | +6.8% |
| 30D | -23.9% | +3.8% | -27.7% | -25.3% |
| 3M | -31.4% | +14.2% | -45.6% | -35.2% |
| 6M | -42.7% | +40.1% | -82.8% | -49.3% |
| YTD | -62.0% | +13.4% | -75.4% | -65.3% |
| 1Y | -72.2% | +12.2% | -84.4% | -74.1% |
| All | -72.2% | +14.9% | -87.1% | -74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling