+570.0%
TLN vs IAG
+595.2%
-25.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.1% |
| 7D | +2.0% | -4.1% | +6.0% | +2.8% |
| 30D | -12.9% | +10.6% | -23.6% | -14.9% |
| 3M | -7.4% | +35.4% | -42.8% | -13.5% |
| 6M | -6.0% | -9.5% | +3.5% | -6.1% |
| YTD | -16.9% | +21.8% | -38.7% | -22.0% |
| 1Y | -22.6% | +84.1% | -106.8% | -32.8% |
| 3Y | +469.0% | +817.4% | -348.3% | +305.9% |
| All | +570.0% | +595.2% | -25.2% | +384.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling