+76.5%
TNA vs AJG
+473.1%
-396.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.7% |
| 7D | -7.3% | -8.3% | +1.0% | +4.1% |
| 30D | -14.2% | -5.7% | -8.5% | -8.2% |
| 3M | -4.6% | +9.1% | -13.6% | -21.1% |
| 6M | +36.9% | +15.2% | +21.7% | 0.0% |
| YTD | +42.5% | -6.3% | +48.8% | +36.4% |
| 1Y | +45.8% | -19.1% | +64.9% | +71.6% |
| 3Y | +104.7% | +8.2% | +96.4% | +27.9% |
| 5Y | -21.7% | +75.6% | -97.3% | -79.2% |
| All | +76.5% | +473.1% | -396.6% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling