+20.5%
AJG vs TLN
+574.4%
-553.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -8.3% | -1.3% | -6.9% | -8.3% |
| 30D | -5.7% | -14.3% | +8.7% | -6.3% |
| 3M | +9.1% | -9.3% | +18.4% | +8.6% |
| 6M | +15.2% | -1.1% | +16.3% | +14.7% |
| YTD | -6.3% | -16.6% | +10.3% | -6.7% |
| 1Y | -19.1% | -22.0% | +2.9% | -19.4% |
| 3Y | +8.2% | +470.2% | -461.9% | +5.5% |
| All | +20.5% | +574.4% | -553.8% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling