+188.5%
TAP vs IAG
+377.5%
-188.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -2.1% | +28.9% | -31.0% | -3.5% |
| 3M | +6.6% | +19.1% | -12.5% | +5.3% |
| 6M | -11.5% | -10.3% | -1.2% | -11.5% |
| YTD | -10.3% | +24.2% | -34.5% | -12.0% |
| 1Y | -14.4% | +116.5% | -130.9% | -18.8% |
| 3Y | -28.3% | +742.8% | -771.1% | -38.0% |
| 5Y | +1.7% | +753.3% | -751.6% | -13.9% |
| 10Y | -49.2% | +403.2% | -452.4% | -57.5% |
| All | +188.5% | +377.5% | -188.9% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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