+55.3%
AJG vs TPG
+74.1%
-18.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -8.3% | -9.4% | +1.1% | -7.0% |
| 30D | -5.7% | -5.3% | -0.4% | -5.0% |
| 3M | +9.1% | +12.9% | -3.8% | +6.9% |
| 6M | +15.2% | +20.1% | -4.9% | +11.6% |
| YTD | -6.3% | -22.5% | +16.2% | -3.3% |
| 1Y | -19.1% | -19.7% | +0.6% | -17.2% |
| 3Y | +8.2% | +81.2% | -73.0% | -7.8% |
| All | +55.3% | +74.1% | -18.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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