-6.8%
TSN vs IAG
+427.6%
-434.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | +3.0% | -1.1% | +4.1% | +3.1% |
| 30D | -4.2% | +12.1% | -16.3% | -4.8% |
| 3M | -3.9% | +25.5% | -29.4% | -5.2% |
| 6M | -9.8% | -7.1% | -2.7% | -9.9% |
| YTD | -7.3% | +22.9% | -30.1% | -9.0% |
| 1Y | -2.2% | +83.3% | -85.6% | -6.2% |
| 3Y | +11.9% | +808.5% | -796.6% | -3.6% |
| 5Y | -16.9% | +838.0% | -854.9% | -30.2% |
| All | -6.8% | +427.6% | -434.4% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling