+122.7%
TT vs AIG
+34.0%
+88.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | -7.3% | -5.2% | -2.1% | -5.9% |
| 3M | -2.6% | +1.5% | -4.0% | -3.3% |
| 6M | +5.9% | -3.9% | +9.8% | +6.8% |
| YTD | +15.4% | -11.6% | +27.0% | +19.4% |
| 1Y | +8.2% | -2.9% | +11.2% | +7.9% |
| 3Y | +122.7% | +33.7% | +88.9% | +88.9% |
| All | +122.7% | +34.0% | +88.6% | +88.9% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling