+8.2%
AJG vs TD
+127.3%
-119.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -8.3% | -0.5% | -7.7% | -8.2% |
| 30D | -5.7% | -1.9% | -3.8% | -5.5% |
| 3M | +9.1% | +4.8% | +4.3% | +8.1% |
| 6M | +15.2% | +28.0% | -12.8% | +10.0% |
| YTD | -6.3% | +30.3% | -36.6% | -10.9% |
| 1Y | -19.1% | +59.8% | -78.9% | -26.4% |
| 3Y | +8.2% | +124.7% | -116.5% | -9.5% |
| All | +8.2% | +127.3% | -119.1% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling