+302.0%
TRV vs AJG
+473.1%
-171.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.8% |
| 7D | +1.9% | -8.3% | +10.2% | +7.3% |
| 30D | +1.7% | -5.7% | +7.4% | +5.0% |
| 3M | +23.9% | +9.1% | +14.8% | +16.2% |
| 6M | +26.3% | +15.2% | +11.1% | +13.8% |
| YTD | +30.8% | -6.3% | +37.1% | +33.3% |
| 1Y | +36.3% | -19.1% | +55.4% | +52.5% |
| 3Y | +145.0% | +8.2% | +136.8% | +119.6% |
| 5Y | +163.9% | +75.6% | +88.2% | +60.6% |
| All | +302.0% | +473.1% | -171.1% | +13.3% |
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 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