+3,169.8%
TSCO vs IAG
+378.9%
+2,790.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -3.7% |
| 7D | -2.5% | +1.7% | -4.2% | -2.5% |
| 30D | -1.1% | +11.4% | -12.6% | -1.5% |
| 3M | +14.3% | +33.0% | -18.8% | +12.9% |
| 6M | -31.9% | -6.0% | -25.9% | -32.0% |
| YTD | -30.7% | +24.6% | -55.2% | -31.5% |
| 1Y | -41.1% | +105.0% | -146.1% | -42.8% |
| 3Y | -17.1% | +837.9% | -855.0% | -24.3% |
| 5Y | -7.5% | +817.0% | -824.5% | -16.6% |
| 10Y | +192.6% | +425.3% | -232.7% | +162.3% |
| All | +3,169.8% | +378.9% | +2,790.9% | +2,563.7% |
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