-71.1%
AIG vs TD
+7,715.7%
-7,786.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.4% |
| 7D | -1.4% | -1.9% | +0.5% | +0.1% |
| 30D | -3.3% | -1.6% | -1.7% | -2.3% |
| 3M | +2.2% | +4.6% | -2.4% | -2.3% |
| 6M | -2.1% | +26.8% | -28.9% | -20.2% |
| YTD | -11.2% | +28.3% | -39.5% | -28.5% |
| 1Y | -2.1% | +60.4% | -62.6% | -34.5% |
| 3Y | +34.4% | +125.7% | -91.3% | -34.2% |
| 5Y | +53.7% | +122.4% | -68.6% | -24.0% |
| 10Y | +64.4% | +297.1% | -232.7% | -47.0% |
| All | -71.1% | +7,715.7% | -7,786.8% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling