-19.1%
AJG vs TLN
-23.3%
+4.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -8.3% | -1.3% | -6.9% | -8.5% |
| 30D | -5.7% | -14.3% | +8.7% | -8.0% |
| 3M | +9.1% | -9.3% | +18.4% | +7.8% |
| 6M | +15.2% | -1.1% | +16.3% | +15.3% |
| YTD | -6.3% | -16.6% | +10.3% | -7.2% |
| 1Y | -19.1% | -22.0% | +2.9% | -21.3% |
| All | -19.1% | -23.3% | +4.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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