+2,637.6%
TFC vs AIG
-14.1%
+2,651.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +2.3% | +6.6% | -4.3% | +0.2% |
| 30D | +10.8% | +7.0% | +3.8% | +8.5% |
| 3M | -3.8% | +9.7% | -13.5% | -6.6% |
| 6M | +9.6% | +10.8% | -1.2% | +5.9% |
| YTD | +5.8% | -1.3% | +7.1% | +5.6% |
| 1Y | +16.2% | +8.4% | +7.8% | +12.6% |
| 3Y | +96.0% | +39.0% | +57.0% | +75.6% |
| 5Y | +1.7% | +59.6% | -57.9% | -11.8% |
| 10Y | +79.9% | +68.4% | +11.4% | +51.5% |
| All | +2,637.6% | -14.1% | +2,651.8% | +2,347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling