+34.3%
TRV vs AJG
-12.9%
+47.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -0.1% | -1.8% | +1.7% | +0.4% |
| 30D | -3.4% | +4.6% | -8.1% | -4.8% |
| 3M | +26.4% | +24.9% | +1.5% | +18.2% |
| 6M | +19.3% | +17.2% | +2.1% | +13.4% |
| YTD | +28.3% | +2.2% | +26.2% | +28.1% |
| 1Y | +34.3% | -11.5% | +45.8% | +45.3% |
| All | +34.3% | -12.9% | +47.2% | +45.3% |
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