+446.8%
TTMI vs AIG
-93.0%
+539.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +0.7% | -1.2% | +1.8% | +0.9% |
| 30D | -8.4% | -1.1% | -7.4% | -8.3% |
| 3M | -32.5% | +0.7% | -33.1% | -33.0% |
| 6M | +32.5% | -2.2% | +34.7% | +32.1% |
| YTD | +83.2% | -10.8% | +94.1% | +85.8% |
| 1Y | +161.7% | -2.0% | +163.7% | +158.4% |
| 3Y | +890.1% | +34.8% | +855.3% | +802.7% |
| 5Y | +832.4% | +55.0% | +777.4% | +718.1% |
| 10Y | +1,115.8% | +65.1% | +1,050.7% | +906.4% |
| All | +446.8% | -93.0% | +539.8% | +852.6% |
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