+6.7%
TEM vs IAG
+25.8%
-19.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.1% | +0.7% | -2.4% |
| 7D | +7.8% | -2.1% | +9.8% | +9.1% |
| 30D | +11.2% | -6.2% | +17.4% | +14.0% |
| 3M | +39.0% | -5.1% | +44.1% | +42.1% |
| 6M | +61.6% | -10.0% | +71.6% | +64.9% |
| YTD | +28.5% | +3.9% | +24.6% | +22.2% |
| 1Y | +6.7% | +18.9% | -12.1% | -7.7% |
| All | +6.7% | +25.8% | -19.1% | -7.7% |
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