+1,382.0%
AJG vs TCOM
+2,557.8%
-1,175.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | -8.3% | -4.9% | -3.4% | -7.8% |
| 30D | -5.7% | -14.4% | +8.7% | -4.2% |
| 3M | +9.1% | -17.7% | +26.7% | +11.0% |
| 6M | +15.2% | -25.1% | +40.3% | +18.3% |
| YTD | -6.3% | -45.7% | +39.4% | -1.0% |
| 1Y | -19.1% | -47.9% | +28.7% | -14.3% |
| 3Y | +8.2% | +8.9% | -0.7% | +4.5% |
| 5Y | +75.6% | +26.9% | +48.8% | +61.6% |
| 10Y | +471.1% | -11.2% | +482.3% | +425.7% |
| All | +1,382.0% | +2,557.8% | -1,175.8% | +878.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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