+172.6%
TTMI vs IOT
+14.9%
+157.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +9.4% |
| 7D | +5.9% | -2.3% | +8.2% | +5.4% |
| 30D | -4.3% | +3.8% | -8.1% | -3.7% |
| 3M | -32.0% | +14.2% | -46.2% | -29.7% |
| 6M | +19.5% | +40.1% | -20.7% | +21.5% |
| YTD | +82.0% | +13.4% | +68.6% | +102.1% |
| 1Y | +172.6% | +12.2% | +160.5% | +209.7% |
| All | +172.6% | +14.9% | +157.8% | +209.7% |
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 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