+54.9%
TXN vs IOT
+55.2%
-0.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +1.5% |
| 7D | +2.7% | +5.1% | -2.4% | +2.0% |
| 30D | -6.7% | -3.0% | -3.7% | -6.5% |
| 3M | -8.9% | +15.0% | -23.9% | -10.9% |
| 6M | +34.7% | +13.1% | +21.5% | +30.8% |
| YTD | +53.3% | +9.0% | +44.3% | +48.5% |
| 1Y | +45.0% | +0.1% | +44.9% | +42.1% |
| 3Y | +73.1% | +26.4% | +46.7% | +57.2% |
| All | +54.9% | +55.2% | -0.4% | +26.0% |
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