+243.9%
TFC vs IAG
+299.6%
-55.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | +8.6% | -6.2% | +14.8% | +8.8% |
| 3M | -4.3% | -5.1% | +0.8% | -4.3% |
| 6M | +5.4% | -10.0% | +15.4% | +5.5% |
| YTD | +4.5% | +3.9% | +0.6% | +3.8% |
| 1Y | +14.0% | +18.9% | -4.9% | +12.6% |
| 3Y | +93.4% | +651.8% | -558.4% | +77.5% |
| 5Y | +0.5% | +416.3% | -415.8% | -8.0% |
| 10Y | +77.7% | +377.4% | -299.7% | +58.5% |
| All | +243.9% | +299.6% | -55.7% | +185.5% |
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