-41.5%
TCOM vs IAG
+19.6%
-61.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -1.8% | -7.7% | +5.9% | -1.6% |
| 30D | +12.1% | +1.6% | +10.5% | +11.9% |
| 3M | -3.2% | -2.4% | -0.8% | -3.4% |
| 6M | -16.6% | -7.8% | -8.8% | -16.0% |
| YTD | -39.4% | +5.0% | -44.4% | -40.1% |
| 1Y | -41.5% | +25.7% | -67.2% | -44.7% |
| All | -41.5% | +19.6% | -61.1% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling