+42.8%
TSM vs IAG
+19.6%
+23.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.9% |
| 7D | +6.2% | -7.7% | +13.9% | +7.9% |
| 30D | -7.3% | +1.6% | -8.9% | -7.9% |
| 3M | -7.1% | -2.4% | -4.7% | -7.3% |
| 6M | +0.2% | -7.8% | +8.1% | -0.2% |
| YTD | +32.2% | +5.0% | +27.2% | +32.4% |
| 1Y | +42.8% | +25.7% | +17.1% | +37.0% |
| All | +42.8% | +19.6% | +23.2% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling