-24.8%
TEM vs IAG
+94.1%
-119.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.4% |
| 7D | -9.2% | -4.1% | -5.1% | -7.8% |
| 30D | +5.5% | +10.6% | -5.2% | +2.3% |
| 3M | +18.7% | +35.4% | -16.7% | +8.3% |
| 6M | +15.4% | -9.5% | +24.9% | +14.6% |
| YTD | -0.5% | +21.8% | -22.4% | -8.8% |
| 1Y | -24.8% | +84.1% | -109.0% | -36.7% |
| All | -24.8% | +94.1% | -119.0% | -36.7% |
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