-26.6%
TMF vs IAG
+34.9%
-61.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -3.4% | +3.4% | -6.8% | -3.6% |
| 30D | +11.5% | -2.7% | +14.2% | +11.6% |
| 3M | -4.5% | -0.5% | -4.0% | -4.5% |
| 6M | -15.0% | -4.8% | -10.1% | -15.3% |
| YTD | -19.9% | +9.6% | -29.4% | -20.1% |
| 1Y | -26.6% | +32.2% | -58.8% | -29.5% |
| All | -26.6% | +34.9% | -61.4% | -29.5% |
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