-87.4%
TMF vs IAG
+764.1%
-851.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -2.8% | +28.9% | -31.7% | -5.3% |
| 3M | -10.9% | +19.1% | -30.0% | -12.8% |
| 6M | -21.3% | -10.3% | -11.1% | -21.2% |
| YTD | -15.9% | +24.2% | -40.1% | -18.9% |
| 1Y | -15.7% | +116.5% | -132.2% | -23.8% |
| 3Y | -43.4% | +742.8% | -786.2% | -58.7% |
| All | -87.4% | +764.1% | -851.6% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling