+95.3%
TFC vs AIG
+65.5%
+29.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -2.4% | -0.1% | -0.9% |
| 30D | -2.8% | -2.9% | +0.1% | -0.8% |
| 3M | +2.1% | +0.8% | +1.4% | +1.2% |
| 6M | +10.1% | -2.7% | +12.8% | +11.3% |
| YTD | +5.4% | -11.2% | +16.6% | +12.7% |
| 1Y | +16.3% | -1.5% | +17.8% | +15.1% |
| 3Y | +95.9% | +34.4% | +61.5% | +53.2% |
| 5Y | +16.0% | +54.4% | -38.4% | -18.0% |
| All | +95.3% | +65.5% | +29.8% | +10.2% |
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