+2,093.5%
AJG vs TMF
-68.9%
+2,162.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -1.8% | -1.4% | -0.4% | -2.0% |
| 30D | +4.6% | -2.8% | +7.5% | +4.4% |
| 3M | +24.9% | -10.9% | +35.8% | +23.6% |
| 6M | +17.2% | -21.3% | +38.5% | +14.7% |
| YTD | +2.2% | -15.9% | +18.0% | +0.7% |
| 1Y | -11.5% | -15.7% | +4.2% | -12.7% |
| 3Y | +16.7% | -43.4% | +60.1% | +12.3% |
| 5Y | +89.6% | -87.8% | +177.4% | +55.3% |
| 10Y | +512.4% | -86.7% | +599.1% | +438.5% |
| All | +2,093.5% | -68.9% | +2,162.3% | +2,327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling