-40.9%
TMF vs IAG
+746.3%
-787.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -2.8% | +28.9% | -31.7% | -4.7% |
| 3M | -10.9% | +19.1% | -30.0% | -12.4% |
| 6M | -21.3% | -10.3% | -11.1% | -21.5% |
| YTD | -15.9% | +24.2% | -40.1% | -18.1% |
| 1Y | -15.7% | +116.5% | -132.2% | -21.9% |
| All | -40.9% | +746.3% | -787.2% | -59.3% |
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