+8.2%
AJG vs TXG
+43.8%
-35.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -1.2% |
| 7D | -8.3% | +9.5% | -17.8% | -8.3% |
| 30D | -5.7% | +18.8% | -24.4% | -5.7% |
| 3M | +9.1% | +136.1% | -127.0% | +8.7% |
| 6M | +15.2% | +235.2% | -220.0% | +14.5% |
| YTD | -6.3% | +320.5% | -326.8% | -7.0% |
| 1Y | -19.1% | +425.2% | -444.3% | -19.8% |
| 3Y | +8.2% | +42.9% | -34.7% | +3.6% |
| All | +8.2% | +43.8% | -35.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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