+6,699.4%
AJG vs TD
+7,835.7%
-1,136.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 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% | +7.0% |
| 6M | +15.2% | +28.0% | -12.8% | +5.6% |
| YTD | -6.3% | +30.3% | -36.6% | -14.7% |
| 1Y | -19.1% | +59.8% | -78.9% | -31.3% |
| 3Y | +8.2% | +124.7% | -116.5% | -18.8% |
| 5Y | +75.6% | +127.0% | -51.3% | +30.5% |
| 10Y | +471.1% | +303.2% | +167.9% | +250.5% |
| All | +6,699.4% | +7,835.7% | -1,136.3% | +2,277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling