+1,297.6%
TNA vs IAG
+598.5%
+699.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | +4.1% | +4.3% | -0.2% | +3.0% |
| 30D | -7.6% | +9.8% | -17.4% | -9.9% |
| 3M | +8.1% | +28.9% | -20.8% | +1.0% |
| 6M | +49.0% | -7.6% | +56.6% | +50.5% |
| YTD | +51.7% | +22.0% | +29.8% | +42.2% |
| 1Y | +59.6% | +99.5% | -39.9% | +33.1% |
| 3Y | +118.9% | +818.3% | -699.4% | +23.0% |
| 5Y | -19.2% | +785.9% | -805.1% | -56.8% |
| 10Y | +77.2% | +381.1% | -303.9% | -7.7% |
| All | +1,297.6% | +598.5% | +699.1% | +118.6% |
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 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