+43.1%
TSN vs IAG
+663.0%
-619.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.4% | -7.7% | +6.2% | -1.2% |
| 30D | +8.5% | +1.6% | +6.9% | +8.3% |
| 3M | +5.3% | -2.4% | +7.7% | +5.1% |
| 6M | -10.5% | -7.8% | -2.7% | -10.5% |
| YTD | +3.0% | +5.0% | -2.1% | +2.3% |
| 1Y | +12.1% | +25.7% | -13.6% | +10.6% |
| 3Y | +43.1% | +694.5% | -651.4% | +25.1% |
| All | +43.1% | +663.0% | -619.9% | +25.1% |
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 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