+1,877.1%
TCOM vs IAG
+186.3%
+1,690.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -9.5% | -0.5% | -9.0% | -9.5% |
| 30D | -10.7% | +28.9% | -39.6% | -13.4% |
| 3M | -14.6% | +19.1% | -33.8% | -16.9% |
| 6M | -19.3% | -10.3% | -9.1% | -19.3% |
| YTD | -42.9% | +24.2% | -67.1% | -45.4% |
| 1Y | -43.8% | +116.5% | -160.3% | -49.8% |
| 3Y | +2.1% | +742.8% | -740.7% | -24.5% |
| 5Y | +31.2% | +753.3% | -722.1% | -6.8% |
| 10Y | -13.9% | +403.2% | -417.1% | -41.4% |
| All | +1,877.1% | +186.3% | +1,690.8% | +963.9% |
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