+11,175.1%
AJG vs TSN
+910.5%
+10,264.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -8.5% | +1.4% | -9.9% | -8.7% |
| 30D | -3.8% | -6.2% | +2.4% | -2.9% |
| 3M | +10.8% | -5.7% | +16.5% | +11.7% |
| 6M | +15.6% | -11.4% | +27.0% | +17.4% |
| YTD | -5.1% | -8.2% | +3.0% | -4.3% |
| 1Y | -16.0% | -2.0% | -14.0% | -16.2% |
| 3Y | +9.7% | +11.9% | -2.1% | +6.9% |
| 5Y | +77.8% | -17.8% | +95.6% | +79.9% |
| 10Y | +478.2% | -5.7% | +483.9% | +460.7% |
| All | +11,175.1% | +910.5% | +10,264.6% | +7,162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling