+668.7%
TEL vs IAG
+203.6%
+465.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -2.3% | -4.1% | +1.8% | -2.0% |
| 30D | -6.1% | +10.6% | -16.7% | -6.9% |
| 3M | +1.7% | +35.4% | -33.7% | -1.0% |
| 6M | +1.6% | -9.5% | +11.2% | +1.8% |
| YTD | -9.1% | +21.8% | -30.9% | -11.2% |
| 1Y | -1.7% | +84.1% | -85.8% | -7.1% |
| 3Y | +67.3% | +817.4% | -750.0% | +37.0% |
| 5Y | +52.1% | +830.1% | -778.0% | +20.8% |
| 10Y | +299.3% | +413.8% | -114.5% | +212.6% |
| All | +668.7% | +203.6% | +465.2% | +391.1% |
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