+459.5%
AJG vs TSN
-4.9%
+464.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -8.3% | +3.0% | -11.3% | -8.9% |
| 30D | -5.7% | -4.2% | -1.5% | -4.9% |
| 3M | +9.1% | -3.9% | +13.0% | +9.9% |
| 6M | +15.2% | -9.8% | +25.1% | +17.2% |
| YTD | -6.3% | -7.3% | +1.0% | -5.4% |
| 1Y | -19.1% | -2.2% | -16.9% | -19.4% |
| 3Y | +8.2% | +11.9% | -3.7% | +3.9% |
| 5Y | +75.6% | -16.9% | +92.6% | +79.2% |
| All | +459.5% | -4.9% | +464.5% | +436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling