-69.0%
TMF vs IAG
+143.4%
-212.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.2% | -7.4% | -0.6% |
| 7D | +1.2% | +21.4% | -20.2% | -0.1% |
| 30D | +19.7% | +4.0% | +15.7% | +19.2% |
| 3M | -2.1% | +17.0% | -19.1% | -3.4% |
| 6M | -13.4% | +1.4% | -14.9% | -14.0% |
| YTD | -16.7% | +13.8% | -30.5% | -18.4% |
| 1Y | -23.3% | +55.8% | -79.2% | -26.5% |
| 3Y | -24.8% | +647.4% | -672.2% | -36.8% |
| 5Y | -88.0% | +519.1% | -607.2% | -90.1% |
| 10Y | -84.7% | +345.6% | -430.3% | -87.5% |
| All | -69.0% | +143.4% | -212.3% | -77.0% |
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