-10.5%
TEM vs AJG
+19.3%
-29.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -2.9% |
| 7D | -1.3% | +10.7% | -12.0% | -1.5% |
| 30D | -9.5% | +26.9% | -36.4% | -10.9% |
| 3M | +60.7% | +16.6% | +44.1% | +58.9% |
| 6M | +35.5% | +40.1% | -4.7% | +27.3% |
| YTD | +28.0% | +12.4% | +15.6% | +20.1% |
| 1Y | -10.5% | +15.9% | -26.4% | -14.7% |
| All | -10.5% | +19.3% | -29.8% | -14.7% |
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