+364.1%
TTD vs AIG
+65.1%
+299.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.4% | -2.4% | -5.0% | -6.3% |
| 30D | +3.0% | -2.9% | +6.0% | +4.5% |
| 3M | -27.6% | +0.8% | -28.4% | -27.7% |
| 6M | -49.5% | -2.7% | -46.8% | -48.8% |
| YTD | -63.2% | -11.2% | -52.0% | -61.3% |
| 1Y | -69.7% | -1.5% | -68.2% | -69.9% |
| 3Y | -83.3% | +34.4% | -117.7% | -86.0% |
| 5Y | -80.8% | +54.4% | -135.2% | -84.8% |
| All | +364.1% | +65.1% | +299.1% | +157.7% |
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