-9.3%
TDG vs AJG
-12.9%
+3.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -7.4% | +4.6% | -12.0% | -7.7% |
| 3M | -5.4% | +24.9% | -30.3% | -7.2% |
| 6M | -11.6% | +17.2% | -28.8% | -12.9% |
| YTD | -12.6% | +2.2% | -14.8% | -12.7% |
| 1Y | -9.3% | -11.5% | +2.2% | -5.3% |
| All | -9.3% | -12.9% | +3.5% | -5.3% |
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