-86.5%
TMF vs IAG
+371.0%
-457.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +1.0% | +4.3% | -3.3% | +0.5% |
| 30D | -1.8% | +9.8% | -11.6% | -3.0% |
| 3M | -8.2% | +28.9% | -37.2% | -11.3% |
| 6M | -19.5% | -7.6% | -11.9% | -19.6% |
| YTD | -16.0% | +22.0% | -37.9% | -19.2% |
| 1Y | -22.5% | +99.5% | -122.0% | -30.2% |
| 3Y | -42.3% | +818.3% | -860.5% | -58.9% |
| 5Y | -87.7% | +785.9% | -873.6% | -91.6% |
| 10Y | -86.5% | +381.1% | -467.6% | -91.1% |
| All | -86.5% | +371.0% | -457.5% | -91.1% |
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