+1,286.9%
TPR vs IAG
+377.5%
+909.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -23.0% | +28.9% | -51.9% | -24.6% |
| 3M | -12.5% | +19.1% | -31.6% | -14.0% |
| 6M | -21.4% | -10.3% | -11.2% | -21.2% |
| YTD | -3.5% | +24.2% | -27.7% | -6.1% |
| 1Y | +17.4% | +116.5% | -99.1% | +9.2% |
| 3Y | +291.3% | +742.8% | -451.5% | +222.0% |
| 5Y | +241.9% | +753.3% | -511.4% | +173.1% |
| 10Y | +322.7% | +403.2% | -80.5% | +229.7% |
| All | +1,286.9% | +377.5% | +909.4% | +798.8% |
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