+10.7%
TTMI vs IOT
+8.2%
+2.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.1% | -14.2% | -9.1% |
| 7D | -19.2% | -0.5% | -18.7% | -19.1% |
| 30D | -44.9% | +1.0% | -45.9% | -44.6% |
| 3M | -44.7% | +10.9% | -55.6% | -42.7% |
| 6M | -53.4% | +39.9% | -93.3% | -48.3% |
| YTD | +6.3% | +20.8% | -14.4% | +32.5% |
| 1Y | +10.7% | +10.6% | +0.1% | +42.3% |
| All | +10.7% | +8.2% | +2.5% | +42.3% |
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