+8.2%
AJG vs TSLQ
-95.6%
+103.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -8.3% | -6.6% | -1.7% | -8.2% |
| 30D | -5.7% | -24.3% | +18.6% | -5.6% |
| 3M | +9.1% | -3.6% | +12.7% | +9.1% |
| 6M | +15.2% | -12.0% | +27.2% | +15.2% |
| YTD | -6.3% | +1.4% | -7.7% | -6.1% |
| 1Y | -19.1% | -43.6% | +24.4% | -19.6% |
| 3Y | +8.2% | -95.4% | +103.6% | +7.6% |
| All | +8.2% | -95.6% | +103.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling