+957.3%
TT vs AIG
+63.9%
+893.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.4% | -1.4% | +2.9% | +2.0% |
| 30D | -6.7% | -3.3% | -3.3% | -5.4% |
| 3M | -5.4% | +2.2% | -7.6% | -6.6% |
| 6M | +4.4% | -2.1% | +6.5% | +4.6% |
| YTD | +14.9% | -11.2% | +26.1% | +19.6% |
| 1Y | +9.3% | -2.1% | +11.4% | +8.6% |
| 3Y | +121.7% | +34.4% | +87.4% | +90.3% |
| 5Y | +148.2% | +53.7% | +94.4% | +96.6% |
| 10Y | +957.3% | +64.4% | +892.9% | +600.5% |
| All | +957.3% | +63.9% | +893.4% | +600.5% |
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