+12,926.4%
TDG vs AJG
+1,422.8%
+11,503.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.9% |
| 7D | -1.9% | -8.3% | +6.4% | +2.9% |
| 30D | -7.7% | -5.7% | -2.0% | -4.9% |
| 3M | -9.3% | +9.1% | -18.4% | -14.6% |
| 6M | -9.4% | +15.2% | -24.6% | -17.9% |
| YTD | -14.3% | -6.3% | -8.0% | -13.5% |
| 1Y | -11.8% | -19.1% | +7.3% | -3.6% |
| 3Y | +52.0% | +8.2% | +43.7% | +35.9% |
| 5Y | +128.8% | +75.6% | +53.2% | +51.2% |
| 10Y | +543.8% | +471.1% | +72.7% | +127.3% |
| All | +12,926.4% | +1,422.8% | +11,503.6% | +2,796.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling