+12,759.1%
TDG vs IAG
+166.3%
+12,592.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | -8.0% | +11.4% | -19.4% | -8.8% |
| 3M | -10.5% | +33.0% | -43.5% | -12.5% |
| 6M | -11.9% | -6.0% | -5.9% | -12.1% |
| YTD | -15.4% | +24.6% | -39.9% | -17.4% |
| 1Y | -14.2% | +105.0% | -119.2% | -19.4% |
| 3Y | +51.0% | +837.9% | -786.9% | +24.6% |
| 5Y | +126.5% | +817.0% | -690.5% | +82.5% |
| 10Y | +535.6% | +425.3% | +110.2% | +404.5% |
| All | +12,759.1% | +166.3% | +12,592.8% | +7,921.3% |
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