+560.3%
TSN vs IAG
+377.5%
+182.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -6.3% | -0.5% | -5.8% | -6.3% |
| 30D | -10.8% | +28.9% | -39.7% | -12.4% |
| 3M | -8.8% | +19.1% | -27.9% | -10.1% |
| 6M | -16.8% | -10.3% | -6.6% | -16.8% |
| YTD | -10.0% | +24.2% | -34.2% | -12.1% |
| 1Y | -5.3% | +116.5% | -121.7% | -11.0% |
| 3Y | +8.5% | +742.8% | -734.3% | -8.8% |
| 5Y | -22.9% | +753.3% | -776.3% | -36.9% |
| 10Y | -12.6% | +403.2% | -415.8% | -29.7% |
| All | +560.3% | +377.5% | +182.8% | +315.6% |
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