+537.0%
TDG vs AIG
+66.2%
+470.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.9% | -1.2% | -0.7% | -1.2% |
| 30D | -7.7% | -1.1% | -6.6% | -7.1% |
| 3M | -9.3% | +0.7% | -10.0% | -10.1% |
| 6M | -9.4% | -2.2% | -7.2% | -8.9% |
| YTD | -14.3% | -10.8% | -3.4% | -9.7% |
| 1Y | -11.8% | -2.0% | -9.8% | -12.9% |
| 3Y | +52.0% | +34.8% | +17.1% | +21.3% |
| 5Y | +128.8% | +55.0% | +73.8% | +62.6% |
| All | +537.0% | +66.2% | +470.8% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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