-84.2%
TTD vs IOT
+61.4%
-145.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.7% | -8.1% | -6.0% |
| 7D | +6.3% | -2.3% | +8.7% | +7.0% |
| 30D | -23.9% | +3.8% | -27.7% | -26.2% |
| 3M | -31.4% | +14.2% | -45.6% | -36.5% |
| 6M | -42.7% | +40.1% | -82.8% | -52.6% |
| YTD | -62.0% | +13.4% | -75.4% | -65.8% |
| 1Y | -72.2% | +12.2% | -84.4% | -75.5% |
| 3Y | -81.9% | +30.0% | -111.9% | -86.5% |
| All | -84.2% | +61.4% | -145.7% | -91.7% |
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