+187.3%
TAP vs IAG
+337.4%
-150.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.2% | -11.7% | -4.9% |
| 7D | +0.5% | +21.4% | -20.9% | -0.5% |
| 30D | +9.1% | +4.0% | +5.1% | +8.8% |
| 3M | -3.8% | +17.0% | -20.8% | -4.8% |
| 6M | -3.4% | +1.4% | -4.8% | -4.0% |
| YTD | -10.6% | +13.8% | -24.4% | -12.2% |
| 1Y | -4.4% | +55.8% | -60.2% | -7.7% |
| 3Y | -24.4% | +647.4% | -671.8% | -34.3% |
| 5Y | +2.1% | +519.1% | -517.1% | -12.2% |
| 10Y | -48.7% | +345.6% | -394.3% | -56.8% |
| All | +187.3% | +337.4% | -150.0% | +126.5% |
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