+46.6%
TEM vs AJG
-6.0%
+52.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -8.7% | -8.3% | -0.4% | -5.1% |
| 30D | +8.1% | -5.7% | +13.7% | +10.6% |
| 3M | +19.0% | +9.1% | +9.9% | +11.2% |
| 6M | +12.0% | +15.2% | -3.2% | +1.2% |
| YTD | -0.1% | -6.3% | +6.2% | +1.6% |
| 1Y | -33.5% | -19.1% | -14.4% | -23.9% |
| All | +46.6% | -6.0% | +52.6% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling