+40.2%
TXG vs IAG
+817.0%
-776.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.4% | +2.0% |
| 7D | +9.1% | +1.7% | +7.5% | +8.7% |
| 30D | +14.9% | +11.4% | +3.4% | +11.9% |
| 3M | +120.0% | +33.0% | +86.9% | +104.9% |
| 6M | +221.8% | -6.0% | +227.8% | +220.6% |
| YTD | +312.6% | +24.6% | +288.0% | +288.2% |
| 1Y | +398.4% | +105.0% | +293.5% | +330.9% |
| All | +40.2% | +817.0% | -776.8% | -17.5% |
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 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