-9.0%
TDY vs IAG
-1.2%
-7.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -2.0% |
| 7D | -1.8% | +1.7% | -3.5% | -2.1% |
| 30D | -13.8% | +11.4% | -25.2% | -15.7% |
| 3M | -3.9% | +33.0% | -36.9% | -10.2% |
| 6M | -9.0% | -6.0% | -3.0% | -9.5% |
| All | -9.0% | -1.2% | -7.7% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling