+379.4%
TTD vs AIG
+67.7%
+311.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.5% | -4.0% |
| 7D | +6.3% | -0.9% | +7.3% | +6.8% |
| 30D | -23.9% | -4.9% | -19.0% | -21.9% |
| 3M | -31.4% | +4.5% | -35.8% | -32.8% |
| 6M | -42.7% | -1.4% | -41.2% | -42.2% |
| YTD | -62.0% | -9.8% | -52.2% | -60.3% |
| 1Y | -72.2% | -4.5% | -67.7% | -71.9% |
| 3Y | -81.9% | +37.4% | -119.4% | -84.9% |
| 5Y | -81.5% | +55.0% | -136.5% | -85.4% |
| All | +379.4% | +67.7% | +311.8% | +164.2% |
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