+1,815.4%
TSM vs IAG
+401.0%
+1,414.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.0% |
| 7D | +4.8% | +1.7% | +3.1% | +4.6% |
| 30D | +4.0% | +11.4% | -7.4% | +2.9% |
| 3M | +2.0% | +33.0% | -31.1% | -1.0% |
| 6M | +25.5% | -6.0% | +31.5% | +25.2% |
| YTD | +44.0% | +24.6% | +19.4% | +39.9% |
| 1Y | +75.4% | +105.0% | -29.6% | +63.6% |
| 3Y | +406.7% | +837.9% | -431.2% | +316.5% |
| 5Y | +285.0% | +817.0% | -532.0% | +208.2% |
| 10Y | +1,815.4% | +425.3% | +1,390.1% | +1,440.8% |
| All | +1,815.4% | +401.0% | +1,414.4% | +1,440.8% |
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 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