+35.7%
TSM vs IAG
+42.2%
-6.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.7% | +8.7% | +3.4% |
| 7D | -2.1% | +16.8% | -18.9% | -5.5% |
| 30D | -12.5% | -1.5% | -11.0% | -12.5% |
| 3M | -5.0% | +0.5% | -5.5% | -5.8% |
| 6M | -3.2% | -1.0% | -2.2% | -5.0% |
| YTD | +31.5% | +12.3% | +19.2% | +29.1% |
| 1Y | +35.7% | +39.2% | -3.5% | +27.0% |
| All | +35.7% | +42.2% | -6.5% | +27.0% |
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