+263.2%
AIG vs TMF
-68.9%
+332.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.9% | -1.4% | +0.5% | -1.3% |
| 30D | -4.9% | -2.8% | -2.0% | -5.5% |
| 3M | +4.5% | -10.9% | +15.4% | +1.8% |
| 6M | -1.4% | -21.3% | +19.9% | -6.7% |
| YTD | -9.8% | -15.9% | +6.1% | -13.1% |
| 1Y | -4.5% | -15.7% | +11.2% | -7.7% |
| 3Y | +37.4% | -43.4% | +80.8% | +24.2% |
| 5Y | +55.0% | -87.8% | +142.7% | -4.8% |
| 10Y | +63.7% | -86.7% | +150.4% | +20.2% |
| All | +263.2% | -68.9% | +332.1% | +370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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