+121.6%
TDG vs IAG
+813.2%
-691.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -2.7% | -4.1% | +1.4% | -2.4% |
| 30D | -9.3% | +10.6% | -19.9% | -10.1% |
| 3M | -7.1% | +35.4% | -42.4% | -9.6% |
| 6M | -11.2% | -9.5% | -1.6% | -11.2% |
| YTD | -15.3% | +21.8% | -37.1% | -17.5% |
| 1Y | -12.5% | +84.1% | -96.6% | -17.9% |
| 3Y | +51.2% | +817.4% | -766.1% | +17.4% |
| All | +121.6% | +813.2% | -691.5% | +67.4% |
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 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