+1,282.5%
TSEM vs AJG
+473.1%
+809.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -4.9% | -8.3% | +3.4% | -3.1% |
| 30D | -18.7% | -5.7% | -13.1% | -17.9% |
| 3M | -18.1% | +9.1% | -27.2% | -22.0% |
| 6M | +77.1% | +15.2% | +61.9% | +64.5% |
| YTD | +80.1% | -6.3% | +86.4% | +78.8% |
| 1Y | +220.4% | -19.1% | +239.5% | +236.1% |
| 3Y | +650.1% | +8.2% | +641.8% | +558.2% |
| 5Y | +628.9% | +75.6% | +553.2% | +370.2% |
| All | +1,282.5% | +473.1% | +809.4% | +368.2% |
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