+1,993.3%
TTMI vs IAG
+377.5%
+1,615.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.2% | +11.0% | +9.1% |
| 7D | +5.9% | -0.5% | +6.4% | +5.9% |
| 30D | -4.3% | +28.9% | -33.2% | -7.6% |
| 3M | -32.0% | +19.1% | -51.2% | -33.7% |
| 6M | +19.5% | -10.3% | +29.7% | +20.3% |
| YTD | +82.0% | +24.2% | +57.8% | +75.4% |
| 1Y | +172.6% | +116.5% | +56.1% | +146.4% |
| 3Y | +744.7% | +742.8% | +1.9% | +533.8% |
| 5Y | +805.6% | +753.3% | +52.2% | +551.0% |
| 10Y | +1,057.6% | +403.2% | +654.4% | +707.4% |
| All | +1,993.3% | +377.5% | +1,615.9% | +1,446.2% |
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