+736.3%
TT vs AIG
+67.5%
+668.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +4.0% | +6.6% | -2.5% | +1.4% |
| 30D | -11.3% | +7.0% | -18.3% | -13.9% |
| 3M | -12.3% | +9.7% | -22.0% | -15.8% |
| 6M | -10.8% | +10.8% | -21.6% | -15.2% |
| YTD | +8.2% | -1.3% | +9.4% | +7.4% |
| 1Y | +1.5% | +8.4% | -6.9% | -3.3% |
| 3Y | +91.5% | +39.0% | +52.5% | +61.9% |
| 5Y | +130.2% | +59.6% | +70.6% | +79.8% |
| All | +736.3% | +67.5% | +668.8% | +449.0% |
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