+3,908.3%
TT vs IAG
+331.8%
+3,576.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | +0.7% |
| 7D | +0.8% | +16.8% | -16.0% | -0.7% |
| 30D | -11.8% | -1.5% | -10.3% | -11.8% |
| 3M | -11.6% | +0.5% | -12.1% | -11.9% |
| 6M | -9.3% | -1.0% | -8.3% | -9.8% |
| YTD | +8.9% | +12.3% | -3.4% | +6.3% |
| 1Y | -2.2% | +39.2% | -41.5% | -6.5% |
| 3Y | +91.9% | +712.3% | -620.4% | +52.5% |
| 5Y | +136.0% | +484.2% | -348.2% | +86.5% |
| 10Y | +734.7% | +382.3% | +352.4% | +523.0% |
| All | +3,908.3% | +331.8% | +3,576.5% | +2,397.0% |
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