+890.1%
TTMI vs AIG
+33.9%
+856.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +0.7% | -1.2% | +1.8% | +0.7% |
| 30D | -8.4% | -1.1% | -7.4% | -8.5% |
| 3M | -32.5% | +0.7% | -33.1% | -32.8% |
| 6M | +32.5% | -2.2% | +34.7% | +32.2% |
| YTD | +83.2% | -10.8% | +94.1% | +87.2% |
| 1Y | +161.7% | -2.0% | +163.7% | +158.2% |
| 3Y | +890.1% | +34.8% | +855.3% | +693.5% |
| All | +890.1% | +33.9% | +856.2% | +693.5% |
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