+25.8%
TCOM vs IAG
+796.9%
-771.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -6.5% | -4.1% | -2.5% | -6.2% |
| 30D | -16.2% | +10.6% | -26.9% | -17.1% |
| 3M | -19.3% | +35.4% | -54.7% | -21.9% |
| 6M | -27.2% | -9.5% | -17.7% | -27.1% |
| YTD | -46.2% | +21.8% | -68.0% | -48.0% |
| 1Y | -46.6% | +84.1% | -130.8% | -50.9% |
| 3Y | +8.4% | +817.4% | -809.0% | -18.3% |
| 5Y | +25.8% | +830.1% | -804.3% | +0.7% |
| All | +25.8% | +796.9% | -771.1% | +0.7% |
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 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