+1,982.1%
TCOM vs IAG
+139.6%
+1,842.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.4% |
| 7D | -1.4% | -2.1% | +0.7% | -1.2% |
| 30D | +11.5% | -6.2% | +17.7% | +12.0% |
| 3M | -5.2% | -5.1% | -0.1% | -5.1% |
| 6M | -16.9% | -10.0% | -6.9% | -16.9% |
| YTD | -39.9% | +3.9% | -43.9% | -41.6% |
| 1Y | -42.1% | +18.9% | -60.9% | -44.6% |
| 3Y | +28.0% | +651.8% | -623.7% | -4.2% |
| 5Y | +40.4% | +416.3% | -375.9% | +5.5% |
| 10Y | +5.6% | +377.4% | -371.8% | -27.6% |
| All | +1,982.1% | +139.6% | +1,842.6% | +1,038.4% |
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