+88.5%
TEM vs IAG
+372.2%
-283.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.1% | +0.7% | -2.8% |
| 7D | +7.8% | -2.1% | +9.8% | +8.8% |
| 30D | +11.2% | -6.2% | +17.4% | +13.5% |
| 3M | +39.0% | -5.1% | +44.1% | +41.5% |
| 6M | +61.6% | -10.0% | +71.6% | +65.5% |
| YTD | +28.5% | +3.9% | +24.6% | +24.3% |
| 1Y | +6.7% | +18.9% | -12.1% | -0.6% |
| All | +88.5% | +372.2% | -283.6% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling