+75.2%
AJG vs TD
+125.7%
-50.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -8.3% | -0.5% | -7.7% | -8.1% |
| 30D | -5.7% | -1.9% | -3.8% | -5.2% |
| 3M | +9.1% | +4.8% | +4.3% | +7.2% |
| 6M | +15.2% | +28.0% | -12.8% | +5.8% |
| YTD | -6.3% | +30.3% | -36.6% | -14.6% |
| 1Y | -19.1% | +59.8% | -78.9% | -31.5% |
| 3Y | +8.2% | +124.7% | -116.5% | -20.2% |
| All | +75.2% | +125.7% | -50.5% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling