+22.0%
AJG vs TLN
+571.8%
-549.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.5% |
| 7D | -8.5% | +2.0% | -10.5% | -8.4% |
| 30D | -3.8% | -12.9% | +9.2% | -4.3% |
| 3M | +10.8% | -7.4% | +18.3% | +10.4% |
| 6M | +15.6% | -6.0% | +21.7% | +15.1% |
| YTD | -5.1% | -16.9% | +11.8% | -5.5% |
| 1Y | -16.0% | -22.6% | +6.6% | -16.3% |
| 3Y | +9.7% | +469.0% | -459.3% | +6.9% |
| All | +22.0% | +571.8% | -549.7% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling