+64.2%
AIG vs TCOM
-9.8%
+74.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.2% | -4.9% | +3.7% | -0.2% |
| 30D | -1.1% | -14.4% | +13.3% | +2.0% |
| 3M | +0.7% | -17.7% | +18.3% | +4.3% |
| 6M | -2.2% | -25.1% | +22.9% | +3.2% |
| YTD | -10.8% | -45.7% | +34.9% | -0.2% |
| 1Y | -2.0% | -47.9% | +45.8% | +10.4% |
| 3Y | +34.8% | +8.9% | +25.9% | +21.9% |
| 5Y | +55.0% | +26.9% | +28.2% | +25.4% |
| All | +64.2% | -9.8% | +74.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling