+75.2%
AJG vs TDY
+39.0%
+36.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.6% |
| 7D | -8.3% | -1.1% | -7.1% | -7.9% |
| 30D | -5.7% | -12.0% | +6.4% | -1.8% |
| 3M | +9.1% | -3.2% | +12.3% | +9.6% |
| 6M | +15.2% | -7.9% | +23.1% | +17.3% |
| YTD | -6.3% | +18.2% | -24.5% | -14.7% |
| 1Y | -19.1% | +6.7% | -25.8% | -23.2% |
| 3Y | +8.2% | +47.5% | -39.3% | -12.8% |
| All | +75.2% | +39.0% | +36.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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