-69.7%
TTD vs IOT
-1.2%
-68.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | -7.4% | -0.8% | -6.6% | -7.3% |
| 30D | +3.0% | -4.7% | +7.7% | +4.3% |
| 3M | -27.6% | +17.8% | -45.3% | -32.8% |
| 6M | -49.5% | +16.8% | -66.3% | -53.5% |
| YTD | -63.2% | +8.4% | -71.6% | -65.9% |
| 1Y | -69.7% | -0.8% | -68.9% | -71.2% |
| All | -69.7% | -1.2% | -68.5% | -71.2% |
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