+2,618.9%
TFC vs AJG
+11,335.6%
-8,716.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.5% |
| 7D | -1.3% | -7.4% | +6.1% | +2.2% |
| 30D | -2.3% | -3.0% | +0.6% | -1.2% |
| 3M | +2.5% | +12.8% | -10.4% | -3.9% |
| 6M | +9.5% | +12.8% | -3.4% | +2.1% |
| YTD | +5.1% | -4.7% | +9.8% | +5.3% |
| 1Y | +15.5% | -17.2% | +32.7% | +23.1% |
| 3Y | +95.2% | +10.2% | +85.0% | +78.1% |
| 5Y | +14.5% | +76.9% | -62.4% | -17.4% |
| 10Y | +97.2% | +480.5% | -383.3% | -14.4% |
| All | +2,618.9% | +11,335.6% | -8,716.7% | +476.2% |
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