-84.0%
TTD vs AIG
+33.4%
-117.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -4.6% | -1.4% | -3.2% | -4.0% |
| 30D | +3.7% | -3.3% | +7.0% | +5.1% |
| 3M | -30.2% | +2.2% | -32.4% | -30.5% |
| 6M | -51.4% | -2.1% | -49.3% | -50.9% |
| YTD | -63.4% | -11.2% | -52.2% | -61.8% |
| 1Y | -73.5% | -2.1% | -71.4% | -73.5% |
| All | -84.0% | +33.4% | -117.3% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling