+12.0%
TEM vs AJG
+12.4%
-0.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -8.7% | -8.3% | -0.4% | -7.7% |
| 30D | +8.1% | -5.7% | +13.7% | +8.0% |
| 3M | +19.0% | +9.1% | +9.9% | +11.7% |
| 6M | +12.0% | +15.2% | -3.2% | +2.9% |
| All | +12.0% | +12.4% | -0.4% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling