+19.6%
TMO vs AJG
+8.2%
+11.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -0.6% | -8.3% | +7.6% | +1.1% |
| 30D | +1.1% | -5.7% | +6.8% | +2.3% |
| 3M | +28.3% | +9.1% | +19.3% | +25.8% |
| 6M | +23.3% | +15.2% | +8.0% | +19.5% |
| YTD | +5.5% | -6.3% | +11.7% | +5.9% |
| 1Y | +24.5% | -19.1% | +43.7% | +29.0% |
| 3Y | +19.6% | +8.2% | +11.3% | +16.0% |
| All | +19.6% | +8.2% | +11.4% | +16.0% |
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