+476.4%
TLN vs IAG
+790.4%
-314.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.2% |
| 7D | +7.1% | -0.5% | +7.6% | +7.1% |
| 30D | -3.9% | +28.9% | -32.8% | -9.2% |
| 3M | -16.2% | +19.1% | -35.3% | -19.8% |
| 6M | -5.8% | -10.3% | +4.4% | -5.8% |
| YTD | -15.4% | +24.2% | -39.6% | -21.1% |
| 1Y | -16.7% | +116.5% | -133.2% | -30.1% |
| All | +476.4% | +790.4% | -314.1% | +314.0% |
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