-19.7%
TSN vs IAG
+804.8%
-824.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.1% |
| 7D | -7.3% | +1.7% | -9.0% | -7.4% |
| 30D | -8.6% | +11.4% | -20.1% | -9.2% |
| 3M | -7.5% | +33.0% | -40.6% | -9.0% |
| 6M | -14.1% | -6.0% | -8.1% | -14.2% |
| YTD | -9.4% | +24.6% | -34.0% | -11.0% |
| 1Y | -4.1% | +105.0% | -109.1% | -8.2% |
| 3Y | +10.3% | +837.9% | -827.6% | -4.8% |
| 5Y | -19.7% | +817.0% | -836.7% | -32.5% |
| All | -19.7% | +804.8% | -824.6% | -32.5% |
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 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