+741.5%
TT vs AIG
+69.4%
+672.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.7% |
| 7D | +3.5% | +1.4% | +2.1% | +2.9% |
| 30D | -11.0% | +6.6% | -17.7% | -13.5% |
| 3M | -12.0% | +7.9% | -19.9% | -15.0% |
| 6M | -10.4% | +10.4% | -20.8% | -14.7% |
| YTD | +9.9% | -1.3% | +11.2% | +9.2% |
| 1Y | +1.5% | +11.5% | -10.0% | -4.4% |
| 3Y | +93.7% | +38.8% | +54.9% | +63.9% |
| 5Y | +139.2% | +57.8% | +81.4% | +87.7% |
| 10Y | +741.5% | +68.4% | +673.1% | +449.4% |
| All | +741.5% | +69.4% | +672.0% | +449.4% |
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