+812.9%
TTMI vs IAG
+804.8%
+8.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.1% | -4.3% |
| 7D | +7.5% | +1.7% | +5.8% | +7.1% |
| 30D | -4.5% | +11.4% | -15.9% | -6.6% |
| 3M | -28.5% | +33.0% | -61.6% | -32.4% |
| 6M | +28.4% | -6.0% | +34.4% | +27.6% |
| YTD | +80.1% | +24.6% | +55.5% | +70.9% |
| 1Y | +161.0% | +105.0% | +56.0% | +132.3% |
| 3Y | +862.4% | +837.9% | +24.5% | +579.9% |
| 5Y | +812.9% | +817.0% | -4.0% | +478.6% |
| All | +812.9% | +804.8% | +8.1% | +478.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling