+1,643.1%
TSM vs IAG
+389.3%
+1,253.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.8% |
| 7D | +6.2% | -7.7% | +13.9% | +7.0% |
| 30D | -7.3% | +1.6% | -8.9% | -7.5% |
| 3M | -7.1% | -2.4% | -4.7% | -7.2% |
| 6M | +0.2% | -7.8% | +8.1% | +0.3% |
| YTD | +32.2% | +5.0% | +27.2% | +30.3% |
| 1Y | +42.8% | +25.7% | +17.1% | +38.6% |
| 3Y | +330.4% | +694.5% | -364.1% | +259.5% |
| 5Y | +263.9% | +421.7% | -157.8% | +203.2% |
| All | +1,643.1% | +389.3% | +1,253.8% | +1,333.9% |
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