+19.7%
TMO vs AJG
+16.2%
+3.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -4.5% | +7.4% | -12.0% | -5.5% |
| 30D | +3.1% | +25.3% | -22.2% | -0.4% |
| 3M | +17.2% | +15.1% | +2.2% | +14.8% |
| 6M | +45.3% | +40.8% | +4.4% | +36.8% |
| YTD | +17.1% | +12.3% | +4.8% | +13.2% |
| 1Y | +19.7% | +17.5% | +2.2% | +14.3% |
| All | +19.7% | +16.2% | +3.5% | +14.3% |
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