-5.8%
TDG vs AJG
+19.3%
-25.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.7% | +0.2% |
| 7D | +7.1% | +10.7% | -3.7% | +6.1% |
| 30D | +11.4% | +26.9% | -15.5% | +9.2% |
| 3M | -4.6% | +16.6% | -21.1% | -5.8% |
| 6M | +5.8% | +40.1% | -34.3% | +3.3% |
| YTD | -8.5% | +12.4% | -20.9% | -9.7% |
| 1Y | -5.8% | +15.9% | -21.7% | -7.3% |
| All | -5.8% | +19.3% | -25.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling