+14,856.2%
TT vs AIG
-14.7%
+14,870.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.8% |
| 7D | +0.8% | +2.2% | -1.4% | +0.2% |
| 30D | -11.8% | +6.9% | -18.6% | -13.3% |
| 3M | -11.6% | +6.8% | -18.3% | -13.2% |
| 6M | -9.3% | +9.2% | -18.5% | -11.7% |
| YTD | +8.9% | -1.9% | +10.8% | +8.6% |
| 1Y | -2.2% | +9.7% | -11.9% | -5.2% |
| 3Y | +91.9% | +37.9% | +54.0% | +74.7% |
| 5Y | +136.0% | +56.8% | +79.2% | +106.5% |
| 10Y | +734.7% | +67.6% | +667.1% | +587.6% |
| All | +14,856.2% | -14.7% | +14,870.9% | +6,669.6% |
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