-75.3%
TTD vs IOT
+75.5%
-150.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +21.3% | +0.9% | +20.3% | +21.0% |
| 30D | +28.7% | +1.4% | +27.4% | +28.3% |
| 3M | +7.7% | +0.5% | +7.2% | +6.8% |
| 6M | -23.5% | +50.3% | -73.8% | -35.1% |
| YTD | -58.7% | +16.7% | -75.4% | -62.4% |
| 1Y | -63.4% | +6.8% | -70.2% | -65.8% |
| 3Y | -75.3% | +75.5% | -150.8% | -79.8% |
| All | -75.3% | +75.5% | -150.8% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling