+529.8%
TLN vs IAG
+708.6%
-178.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.2% | -0.1% | +5.5% |
| 7D | -1.3% | +21.4% | -22.7% | -5.7% |
| 30D | -10.5% | +4.0% | -14.5% | -11.5% |
| 3M | +0.1% | +17.0% | -16.9% | -4.1% |
| 6M | -17.4% | +1.4% | -18.8% | -18.7% |
| YTD | -9.7% | +13.8% | -23.4% | -14.7% |
| 1Y | -12.3% | +55.8% | -68.1% | -22.4% |
| All | +529.8% | +708.6% | -178.8% | +346.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling