+957.3%
TT vs IAG
+401.0%
+556.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | +1.4% | +1.7% | -0.3% | +1.3% |
| 30D | -6.7% | +11.4% | -18.1% | -7.4% |
| 3M | -5.4% | +33.0% | -38.5% | -7.4% |
| 6M | +4.4% | -6.0% | +10.4% | +4.1% |
| YTD | +14.9% | +24.6% | -9.6% | +12.5% |
| 1Y | +9.3% | +105.0% | -95.7% | +3.6% |
| 3Y | +121.7% | +837.9% | -716.2% | +91.2% |
| 5Y | +148.2% | +817.0% | -668.8% | +108.9% |
| 10Y | +957.3% | +425.3% | +531.9% | +773.3% |
| All | +957.3% | +401.0% | +556.3% | +773.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling