+246.5%
TFC vs IAG
+331.8%
-85.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.5% | +0.1% |
| 7D | +1.7% | +16.8% | -15.1% | +1.2% |
| 30D | +9.0% | -1.5% | +10.5% | +9.0% |
| 3M | -2.1% | +0.5% | -2.6% | -2.3% |
| 6M | +3.4% | -1.0% | +4.3% | +3.1% |
| YTD | +5.3% | +12.3% | -7.0% | +4.3% |
| 1Y | +16.2% | +39.2% | -23.1% | +14.2% |
| 3Y | +94.8% | +712.3% | -617.5% | +78.4% |
| 5Y | -0.7% | +484.2% | -484.9% | -9.4% |
| 10Y | +80.9% | +382.3% | -301.4% | +61.4% |
| All | +246.5% | +331.8% | -85.3% | +186.9% |
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