+10.6%
TMO vs AIG
+53.2%
-42.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.6% | -1.2% | +0.5% | -0.3% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | +28.3% | +0.7% | +27.7% | +27.8% |
| 6M | +23.3% | -2.2% | +25.4% | +23.5% |
| YTD | +5.5% | -10.8% | +16.3% | +8.3% |
| 1Y | +24.5% | -2.0% | +26.6% | +23.9% |
| 3Y | +19.6% | +34.8% | -15.3% | +6.6% |
| All | +10.6% | +53.2% | -42.6% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling