+14.0%
TFC vs AJG
+74.4%
-60.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | -2.4% | -8.3% | +5.9% | +0.5% |
| 30D | -3.4% | -5.7% | +2.3% | -1.5% |
| 3M | +0.4% | +9.1% | -8.6% | -3.4% |
| 6M | +12.7% | +15.2% | -2.5% | +5.8% |
| YTD | +5.6% | -6.3% | +11.9% | +7.0% |
| 1Y | +16.0% | -19.1% | +35.1% | +25.1% |
| 3Y | +94.0% | +8.2% | +85.8% | +75.8% |
| All | +14.0% | +74.4% | -60.3% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling