+679.5%
TSEM vs IAG
+797.8%
-118.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | +10.4% | +4.3% | +6.2% | +9.5% |
| 30D | -12.9% | +9.8% | -22.7% | -14.7% |
| 3M | -9.2% | +28.9% | -38.1% | -13.8% |
| 6M | +98.8% | -7.6% | +106.4% | +97.3% |
| YTD | +87.2% | +22.0% | +65.3% | +76.4% |
| 1Y | +239.0% | +99.5% | +139.5% | +196.7% |
| All | +679.5% | +797.8% | -118.3% | +493.7% |
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 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