+256.1%
TFC vs IAG
+377.5%
-121.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | +2.4% | -0.5% | +3.0% | +2.4% |
| 30D | -1.3% | +28.9% | -30.2% | -2.2% |
| 3M | +6.1% | +19.1% | -13.1% | +5.2% |
| 6M | +7.3% | -10.3% | +17.6% | +7.4% |
| YTD | +8.2% | +24.2% | -16.0% | +6.9% |
| 1Y | +14.4% | +116.5% | -102.1% | +10.7% |
| 3Y | +93.7% | +742.8% | -649.1% | +77.2% |
| 5Y | +16.4% | +753.3% | -736.9% | +4.8% |
| 10Y | +101.6% | +403.2% | -301.6% | +79.4% |
| All | +256.1% | +377.5% | -121.4% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling