+15.6%
TFC vs IAG
+766.8%
-751.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.1% |
| 7D | +2.2% | +4.3% | -2.0% | +2.1% |
| 30D | -2.5% | +9.8% | -12.3% | -2.8% |
| 3M | +4.5% | +28.9% | -24.4% | +3.4% |
| 6M | +11.0% | -7.6% | +18.6% | +10.8% |
| YTD | +5.9% | +22.0% | -16.1% | +4.6% |
| 1Y | +14.6% | +99.5% | -84.9% | +10.9% |
| 3Y | +96.7% | +818.3% | -721.5% | +76.9% |
| 5Y | +15.6% | +785.9% | -770.3% | -3.4% |
| All | +15.6% | +766.8% | -751.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling