+4,166.2%
TT vs IAG
+377.5%
+3,788.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -7.2% | +28.9% | -36.0% | -9.5% |
| 3M | -3.0% | +19.1% | -22.1% | -4.9% |
| 6M | +1.4% | -10.3% | +11.6% | +1.6% |
| YTD | +15.9% | +24.2% | -8.3% | +12.3% |
| 1Y | +9.4% | +116.5% | -107.1% | +0.4% |
| 3Y | +124.4% | +742.8% | -618.4% | +77.6% |
| 5Y | +138.0% | +753.3% | -615.3% | +81.6% |
| 10Y | +886.4% | +403.2% | +483.2% | +630.7% |
| All | +4,166.2% | +377.5% | +3,788.8% | +2,537.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling