+15,818.7%
TT vs AIG
-21.5%
+15,840.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -7.2% | -4.9% | -2.3% | -6.0% |
| 3M | -3.0% | +4.5% | -7.4% | -4.2% |
| 6M | +1.4% | -1.4% | +2.8% | +1.3% |
| YTD | +15.9% | -9.8% | +25.7% | +18.3% |
| 1Y | +9.4% | -4.5% | +14.0% | +9.8% |
| 3Y | +124.4% | +37.4% | +86.9% | +104.9% |
| 5Y | +138.0% | +55.0% | +83.0% | +109.2% |
| 10Y | +886.4% | +63.7% | +822.7% | +720.3% |
| All | +15,818.7% | -21.5% | +15,840.2% | +7,271.0% |
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 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