+280.2%
TSM vs AJG
+74.4%
+205.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +1.0% | -8.3% | +9.3% | +1.6% |
| 30D | +1.0% | -5.7% | +6.6% | +1.3% |
| 3M | +2.9% | +9.1% | -6.2% | +1.1% |
| 6M | +22.8% | +15.2% | +7.6% | +19.3% |
| YTD | +43.3% | -6.3% | +49.6% | +44.6% |
| 1Y | +69.2% | -19.1% | +88.3% | +77.2% |
| 3Y | +404.5% | +8.2% | +396.3% | +352.9% |
| All | +280.2% | +74.4% | +205.8% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling