+708.6%
TLN vs IAG
+499.3%
+209.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.0% |
| 7D | +11.0% | -7.7% | +18.7% | +12.7% |
| 30D | +4.9% | +1.6% | +3.3% | +4.2% |
| 3M | +4.9% | -2.4% | +7.3% | +4.8% |
| 6M | +7.1% | -7.8% | +14.9% | +7.4% |
| YTD | +0.3% | +5.0% | -4.7% | -3.3% |
| 1Y | +5.9% | +25.7% | -19.8% | -1.4% |
| 3Y | +578.5% | +694.5% | -116.0% | +397.8% |
| All | +708.6% | +499.3% | +209.3% | +499.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling