+75.4%
TSM vs IAG
+102.4%
-26.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.3% |
| 7D | +4.8% | +1.7% | +3.1% | +4.3% |
| 30D | +4.0% | +11.4% | -7.4% | +1.3% |
| 3M | +2.0% | +33.0% | -31.1% | -5.4% |
| 6M | +25.5% | -6.0% | +31.5% | +22.9% |
| YTD | +44.0% | +24.6% | +19.4% | +34.6% |
| 1Y | +75.4% | +105.0% | -29.6% | +42.1% |
| All | +75.4% | +102.4% | -26.9% | +42.1% |
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 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