-19.1%
AJG vs TMF
-26.8%
+7.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -8.3% | -5.1% | -3.2% | -8.1% |
| 30D | -5.7% | -4.6% | -1.1% | -5.5% |
| 3M | +9.1% | -16.6% | +25.7% | +9.2% |
| 6M | +15.2% | -19.9% | +35.1% | +15.0% |
| YTD | -6.3% | -20.2% | +13.9% | -5.9% |
| 1Y | -19.1% | -27.7% | +8.6% | -18.5% |
| All | -19.1% | -26.8% | +7.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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