+476.5%
TSEM vs IAG
+663.0%
-186.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.2% |
| 7D | +7.0% | -7.7% | +14.6% | +8.8% |
| 30D | -29.8% | +1.6% | -31.4% | -30.0% |
| 3M | -41.9% | -2.4% | -39.5% | -41.7% |
| 6M | -45.8% | -7.8% | -37.9% | -45.4% |
| YTD | +25.1% | +5.0% | +20.1% | +21.0% |
| 1Y | +48.2% | +25.7% | +22.5% | +38.5% |
| 3Y | +476.5% | +694.5% | -218.0% | +316.2% |
| All | +476.5% | +663.0% | -186.5% | +316.2% |
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