+341.5%
TSM vs IAG
+755.2%
-413.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +2.6% |
| 7D | -2.5% | +24.0% | -26.5% | -6.0% |
| 30D | -14.3% | +5.5% | -19.8% | -15.2% |
| 3M | -7.2% | +8.3% | -15.5% | -8.9% |
| 6M | -5.1% | +6.1% | -11.2% | -7.2% |
| YTD | +28.9% | +20.3% | +8.6% | +23.0% |
| 1Y | +37.1% | +56.5% | -19.4% | +26.0% |
| 3Y | +341.5% | +762.6% | -421.1% | +231.7% |
| All | +341.5% | +755.2% | -413.7% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling