+245.7%
TSM vs IAG
+540.0%
-294.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +2.8% |
| 7D | -2.5% | +24.0% | -26.5% | -5.1% |
| 30D | -14.3% | +5.5% | -19.8% | -15.0% |
| 3M | -7.2% | +8.3% | -15.5% | -8.4% |
| 6M | -5.1% | +6.1% | -11.2% | -6.6% |
| YTD | +28.9% | +20.3% | +8.6% | +24.5% |
| 1Y | +37.1% | +56.5% | -19.4% | +28.8% |
| 3Y | +341.5% | +762.6% | -421.1% | +251.9% |
| 5Y | +245.7% | +546.3% | -300.6% | +164.9% |
| All | +245.7% | +540.0% | -294.3% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling