+76.5%
TNA vs IAG
+427.6%
-351.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -7.3% | -1.1% | -6.2% | -7.0% |
| 30D | -14.2% | +12.1% | -26.3% | -16.6% |
| 3M | -4.6% | +25.5% | -30.1% | -10.2% |
| 6M | +36.9% | -7.1% | +44.0% | +37.8% |
| YTD | +42.5% | +22.9% | +19.7% | +33.7% |
| 1Y | +45.8% | +83.3% | -37.6% | +25.0% |
| 3Y | +104.7% | +808.5% | -703.9% | +20.4% |
| 5Y | -21.7% | +838.0% | -859.7% | -56.9% |
| All | +76.5% | +427.6% | -351.1% | +2.6% |
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