-19.7%
TSCO vs IAG
+804.5%
-824.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -5.7% | -1.1% | -4.6% | -5.6% |
| 30D | -8.8% | +12.1% | -20.9% | -9.4% |
| 3M | +6.3% | +25.5% | -19.2% | +4.7% |
| 6M | -32.3% | -7.1% | -25.2% | -32.3% |
| YTD | -32.7% | +22.9% | -55.6% | -33.8% |
| 1Y | -43.7% | +83.3% | -127.0% | -45.9% |
| 3Y | -19.7% | +808.5% | -828.2% | -31.8% |
| All | -19.7% | +804.5% | -824.1% | -31.8% |
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 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