-19.1%
AJG vs TD
+60.9%
-80.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.1% |
| 7D | -8.3% | -0.5% | -7.7% | -8.4% |
| 30D | -5.7% | -1.9% | -3.8% | -5.9% |
| 3M | +9.1% | +4.8% | +4.3% | +9.3% |
| 6M | +15.2% | +28.0% | -12.8% | +14.1% |
| YTD | -6.3% | +30.3% | -36.6% | -7.5% |
| 1Y | -19.1% | +59.8% | -78.9% | -20.7% |
| All | -19.1% | +60.9% | -80.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling