+91.5%
TT vs IAG
+663.0%
-571.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +4.0% | -7.7% | +11.7% | +4.9% |
| 30D | -11.3% | +1.6% | -12.9% | -11.6% |
| 3M | -12.3% | -2.4% | -9.9% | -12.3% |
| 6M | -10.8% | -7.8% | -3.0% | -10.8% |
| YTD | +8.2% | +5.0% | +3.1% | +6.3% |
| 1Y | +1.5% | +25.7% | -24.2% | -1.9% |
| 3Y | +91.5% | +694.5% | -603.0% | +61.7% |
| All | +91.5% | +663.0% | -571.5% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling