+6,467.7%
TRV vs AJG
+11,290.2%
-4,822.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.5% | -8.5% | +7.0% | +2.4% |
| 30D | -1.8% | -3.8% | +2.0% | -0.3% |
| 3M | +21.6% | +10.8% | +10.8% | +15.6% |
| 6M | +22.5% | +15.6% | +6.8% | +13.9% |
| YTD | +28.1% | -5.1% | +33.3% | +29.2% |
| 1Y | +37.0% | -16.0% | +53.1% | +45.5% |
| 3Y | +141.9% | +9.7% | +132.1% | +126.5% |
| 5Y | +158.5% | +77.8% | +80.7% | +93.7% |
| 10Y | +297.5% | +478.2% | -180.7% | +86.0% |
| All | +6,467.7% | +11,290.2% | -4,822.5% | +1,192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling