+1,259.9%
TSEM vs IAG
+423.2%
+836.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.7% |
| 7D | +0.9% | -4.1% | +5.0% | +1.4% |
| 30D | -16.6% | +10.6% | -27.3% | -17.6% |
| 3M | -10.9% | +35.4% | -46.3% | -13.8% |
| 6M | +78.0% | -9.5% | +87.6% | +78.2% |
| YTD | +77.2% | +21.8% | +55.4% | +71.8% |
| 1Y | +207.6% | +84.1% | +123.4% | +187.4% |
| 3Y | +637.8% | +817.4% | -179.5% | +502.5% |
| 5Y | +617.0% | +830.1% | -213.1% | +469.0% |
| All | +1,259.9% | +423.2% | +836.8% | +1,009.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling