+40.4%
TCOM vs IAG
+427.4%
-387.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.5% |
| 7D | -1.4% | -2.1% | +0.7% | -1.3% |
| 30D | +11.5% | -6.2% | +17.7% | +11.9% |
| 3M | -5.2% | -5.1% | -0.1% | -5.1% |
| 6M | -16.9% | -10.0% | -6.9% | -16.8% |
| YTD | -39.9% | +3.9% | -43.9% | -41.4% |
| 1Y | -42.1% | +18.9% | -60.9% | -44.4% |
| 3Y | +28.0% | +651.8% | -623.7% | -2.6% |
| 5Y | +40.4% | +416.3% | -375.9% | +14.0% |
| All | +40.4% | +427.4% | -387.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling