-8.2%
TLN vs IAG
+42.2%
-50.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | +1.1% |
| 7D | +1.1% | +16.8% | -15.8% | -3.0% |
| 30D | -4.6% | -1.5% | -3.1% | -4.3% |
| 3M | +5.2% | +0.5% | +4.8% | +4.5% |
| 6M | -6.5% | -1.0% | -5.6% | -8.3% |
| YTD | -3.6% | +12.3% | -16.0% | -9.5% |
| 1Y | -8.2% | +39.2% | -47.5% | -21.4% |
| All | -8.2% | +42.2% | -50.5% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling