+770.7%
TTMI vs IOT
+55.2%
+715.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -3.5% |
| 7D | +7.5% | +5.1% | +2.4% | +6.8% |
| 30D | -4.5% | -3.0% | -1.4% | -4.2% |
| 3M | -28.5% | +15.0% | -43.5% | -30.8% |
| 6M | +28.4% | +13.1% | +15.2% | +23.3% |
| YTD | +80.1% | +9.0% | +71.0% | +72.2% |
| 1Y | +161.0% | +0.1% | +160.9% | +154.1% |
| 3Y | +862.4% | +26.4% | +836.0% | +773.7% |
| All | +770.7% | +55.2% | +715.5% | +574.4% |
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