-10.5%
TEM vs IAG
+56.5%
-67.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.2% | -13.0% | -6.4% |
| 7D | -1.3% | +1.1% | -2.4% | -1.9% |
| 30D | -9.5% | -5.3% | -4.2% | -8.1% |
| 3M | +60.7% | +18.0% | +42.7% | +53.5% |
| 6M | +35.5% | +7.1% | +28.4% | +32.0% |
| YTD | +28.0% | +5.9% | +22.1% | +22.7% |
| 1Y | -10.5% | +59.4% | -69.9% | -27.5% |
| All | -10.5% | +56.5% | -67.1% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling