+1,598.5%
TSM vs IAG
+336.8%
+1,261.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.7% | +8.7% | +2.7% |
| 7D | -2.1% | +16.8% | -18.9% | -3.6% |
| 30D | -12.5% | -1.5% | -11.0% | -12.5% |
| 3M | -5.0% | +0.5% | -5.5% | -5.3% |
| 6M | -3.2% | -1.0% | -2.2% | -3.7% |
| YTD | +31.5% | +12.3% | +19.2% | +28.8% |
| 1Y | +35.7% | +39.2% | -3.5% | +30.6% |
| 3Y | +323.5% | +712.3% | -388.8% | +253.4% |
| 5Y | +263.4% | +484.2% | -220.9% | +200.7% |
| 10Y | +1,598.5% | +382.3% | +1,216.2% | +1,302.1% |
| All | +1,598.5% | +336.8% | +1,261.7% | +1,302.1% |
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