+59.1%
TXN vs IOT
+54.1%
+4.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +4.0% | -4.5% | +8.5% | +4.5% |
| 30D | -2.9% | -2.4% | -0.4% | -2.7% |
| 3M | -9.1% | +19.0% | -28.1% | -11.5% |
| 6M | +36.6% | +19.6% | +17.0% | +31.6% |
| YTD | +57.5% | +8.3% | +49.2% | +52.7% |
| 1Y | +49.5% | -0.8% | +50.3% | +46.6% |
| 3Y | +76.5% | +24.4% | +52.1% | +60.6% |
| All | +59.1% | +54.1% | +4.9% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling