+537.0%
TDG vs AJG
+473.1%
+63.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.9% |
| 7D | -1.9% | -8.3% | +6.4% | +3.3% |
| 30D | -7.7% | -5.7% | -2.0% | -4.7% |
| 3M | -9.3% | +9.1% | -18.4% | -15.3% |
| 6M | -9.4% | +15.2% | -24.6% | -19.0% |
| YTD | -14.3% | -6.3% | -8.0% | -13.3% |
| 1Y | -11.8% | -19.1% | +7.3% | -2.0% |
| 3Y | +52.0% | +8.2% | +43.7% | +30.8% |
| 5Y | +128.8% | +75.6% | +53.2% | +31.3% |
| All | +537.0% | +473.1% | +63.9% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling