+655.3%
TSN vs IAG
+303.8%
+351.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.4% | -7.7% | +6.2% | -1.0% |
| 30D | +8.5% | +1.6% | +6.9% | +8.2% |
| 3M | +5.3% | -2.4% | +7.7% | +5.1% |
| 6M | -10.5% | -7.8% | -2.7% | -10.6% |
| YTD | +3.0% | +5.0% | -2.1% | +1.4% |
| 1Y | +12.1% | +25.7% | -13.6% | +9.1% |
| 3Y | +43.1% | +694.5% | -651.4% | +20.6% |
| 5Y | -15.1% | +421.7% | -436.8% | -28.2% |
| 10Y | +14.8% | +382.5% | -367.6% | -7.4% |
| All | +655.3% | +303.8% | +351.5% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling