-40.9%
TSCO vs IAG
+119.5%
-160.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +5.5% | +28.9% | -23.4% | +3.8% |
| 3M | +20.0% | +19.1% | +0.8% | +18.4% |
| 6M | -29.8% | -10.3% | -19.5% | -29.5% |
| YTD | -28.7% | +24.2% | -52.9% | -29.4% |
| 1Y | -40.9% | +116.5% | -157.4% | -42.4% |
| All | -40.9% | +119.5% | -160.4% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling