+4.2%
TSEM vs AJG
+7,695.9%
-7,691.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | +0.9% | -8.5% | +9.4% | +2.8% |
| 30D | -16.6% | -3.8% | -12.9% | -16.1% |
| 3M | -10.9% | +10.8% | -21.7% | -14.5% |
| 6M | +78.0% | +15.6% | +62.4% | +68.2% |
| YTD | +77.2% | -5.1% | +82.3% | +74.7% |
| 1Y | +207.6% | -16.0% | +223.6% | +211.7% |
| 3Y | +637.8% | +9.7% | +628.1% | +585.4% |
| 5Y | +617.0% | +77.8% | +539.2% | +477.3% |
| 10Y | +1,270.7% | +478.2% | +792.5% | +729.0% |
| All | +4.2% | +7,695.9% | -7,691.7% | -56.4% |
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