+8,131.0%
TMO vs AIG
-22.8%
+8,153.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | -1.4% | +1.0% | -0.3% |
| 30D | +1.0% | -3.3% | +4.3% | +1.5% |
| 3M | +22.7% | +2.2% | +20.5% | +22.2% |
| 6M | +19.0% | -2.1% | +21.1% | +19.2% |
| YTD | +4.7% | -11.2% | +15.9% | +6.2% |
| 1Y | +26.0% | -2.1% | +28.1% | +25.9% |
| 3Y | +18.0% | +34.4% | -16.4% | +12.3% |
| 5Y | +8.0% | +53.7% | -45.7% | +0.3% |
| 10Y | +333.8% | +64.4% | +269.4% | +282.2% |
| All | +8,131.0% | -22.8% | +8,153.8% | +5,526.2% |
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 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