+858.0%
TTMI vs IOT
+24.0%
+834.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | -6.4% | -4.7% | -1.8% | -6.0% |
| 3M | -28.9% | +17.8% | -46.7% | -31.3% |
| 6M | +26.9% | +16.8% | +10.0% | +21.4% |
| YTD | +77.3% | +8.4% | +68.9% | +71.0% |
| 1Y | +147.5% | -0.8% | +148.3% | +145.1% |
| All | +858.0% | +24.0% | +834.0% | +760.1% |
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