-71.0%
AIG vs TD
+7,835.7%
-7,906.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -1.2% | -0.5% | -0.6% | -0.7% |
| 30D | -1.1% | -1.9% | +0.8% | +0.3% |
| 3M | +0.7% | +4.8% | -4.1% | -3.8% |
| 6M | -2.2% | +28.0% | -30.2% | -20.9% |
| YTD | -10.8% | +30.3% | -41.1% | -29.1% |
| 1Y | -2.0% | +59.8% | -61.8% | -34.2% |
| 3Y | +34.8% | +124.7% | -89.9% | -33.7% |
| 5Y | +55.0% | +127.0% | -71.9% | -24.6% |
| 10Y | +65.1% | +303.2% | -238.1% | -47.5% |
| All | -71.0% | +7,835.7% | -7,906.7% | -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