+36.0%
TSM vs AJG
+19.3%
+16.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | +0.3% |
| 7D | -10.0% | +10.7% | -20.7% | -5.3% |
| 30D | -18.5% | +26.9% | -45.4% | -8.8% |
| 3M | -4.9% | +16.6% | -21.4% | +3.2% |
| 6M | -1.0% | +40.1% | -41.1% | +14.5% |
| YTD | +31.3% | +12.4% | +18.8% | +44.1% |
| 1Y | +36.0% | +15.9% | +20.1% | +52.1% |
| All | +36.0% | +19.3% | +16.7% | +52.1% |
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