+102.5%
TNA vs IAG
+796.9%
-694.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | -7.6% | -4.1% | -3.5% | -6.3% |
| 30D | -13.6% | +10.6% | -24.3% | -16.8% |
| 3M | +2.8% | +35.4% | -32.5% | -8.3% |
| 6M | +34.5% | -9.5% | +44.0% | +36.1% |
| YTD | +41.0% | +21.8% | +19.2% | +28.4% |
| 1Y | +52.0% | +84.1% | -32.1% | +21.4% |
| All | +102.5% | +796.9% | -694.4% | -16.0% |
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 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