+786.1%
TTMI vs IOT
+54.1%
+731.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | +0.7% | -4.5% | +5.2% | +1.3% |
| 30D | -8.4% | -2.4% | -6.0% | -8.2% |
| 3M | -32.5% | +19.0% | -51.4% | -34.9% |
| 6M | +32.5% | +19.6% | +12.8% | +26.0% |
| YTD | +83.2% | +8.3% | +75.0% | +75.4% |
| 1Y | +161.7% | -0.8% | +162.5% | +155.1% |
| 3Y | +890.1% | +24.4% | +865.7% | +800.9% |
| All | +786.1% | +54.1% | +731.9% | +586.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling