+411.0%
TSM vs IAG
+797.8%
-386.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.6% |
| 7D | +6.0% | +4.3% | +1.8% | +5.3% |
| 30D | +4.5% | +9.8% | -5.3% | +2.8% |
| 3M | +3.1% | +28.9% | -25.8% | -1.5% |
| 6M | +30.2% | -7.6% | +37.8% | +29.4% |
| YTD | +45.2% | +22.0% | +23.3% | +39.0% |
| 1Y | +79.6% | +99.5% | -19.9% | +61.5% |
| 3Y | +411.0% | +818.3% | -407.3% | +299.5% |
| All | +411.0% | +797.8% | -386.8% | +299.5% |
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