+53.1%
AIG vs TD
+125.7%
-72.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -1.2% | -0.5% | -0.6% | -0.8% |
| 30D | -1.1% | -1.9% | +0.8% | -0.1% |
| 3M | +0.7% | +4.8% | -4.1% | -2.7% |
| 6M | -2.2% | +28.0% | -30.2% | -16.8% |
| YTD | -10.8% | +30.3% | -41.1% | -25.2% |
| 1Y | -2.0% | +59.8% | -61.8% | -28.1% |
| 3Y | +34.8% | +124.7% | -89.9% | -23.6% |
| All | +53.1% | +125.7% | -72.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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