+3,726.8%
TT vs IAG
+337.4%
+3,389.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.2% | -4.8% | +1.7% |
| 7D | -2.0% | +21.4% | -23.4% | -3.8% |
| 30D | -14.0% | +4.0% | -18.1% | -14.4% |
| 3M | -15.9% | +17.0% | -32.9% | -17.4% |
| 6M | -17.3% | +1.4% | -18.7% | -18.0% |
| YTD | +4.0% | +13.8% | -9.8% | +1.4% |
| 1Y | -7.1% | +55.8% | -62.9% | -12.1% |
| 3Y | +90.2% | +647.4% | -557.2% | +52.3% |
| 5Y | +131.1% | +519.1% | -388.0% | +81.7% |
| 10Y | +777.7% | +345.6% | +432.1% | +559.9% |
| All | +3,726.8% | +337.4% | +3,389.4% | +2,281.5% |
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