+581.7%
TLN vs IAG
+608.7%
-26.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -16.2% | +19.1% | -35.3% | -19.7% |
| 6M | -5.8% | -10.3% | +4.4% | -5.8% |
| YTD | -15.4% | +24.2% | -39.6% | -20.9% |
| 1Y | -16.7% | +116.5% | -133.2% | -29.7% |
| 3Y | +473.8% | +742.8% | -269.0% | +312.0% |
| All | +581.7% | +608.7% | -26.9% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling