+9.4%
TCOM vs IAG
+817.0%
-807.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -3.4% |
| 7D | -10.2% | +1.7% | -11.9% | -10.3% |
| 30D | -16.8% | +11.4% | -28.3% | -17.6% |
| 3M | -16.7% | +33.0% | -49.7% | -18.7% |
| 6M | -27.1% | -6.0% | -21.1% | -27.1% |
| YTD | -45.5% | +24.6% | -70.1% | -47.1% |
| 1Y | -45.9% | +105.0% | -150.9% | -50.2% |
| All | +9.4% | +817.0% | -807.5% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling