+13,840.9%
TSM vs AJG
+5,822.3%
+8,018.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +0.2% |
| 7D | +4.8% | -7.4% | +12.2% | +7.6% |
| 30D | +4.0% | -3.0% | +7.0% | +4.9% |
| 3M | +2.0% | +12.8% | -10.9% | -4.1% |
| 6M | +25.5% | +12.8% | +12.7% | +17.2% |
| YTD | +44.0% | -4.7% | +48.8% | +42.4% |
| 1Y | +75.4% | -17.2% | +92.6% | +82.0% |
| 3Y | +406.7% | +10.2% | +396.6% | +355.4% |
| 5Y | +285.0% | +76.9% | +208.1% | +180.8% |
| 10Y | +1,815.4% | +480.5% | +1,334.9% | +749.4% |
| All | +13,840.9% | +5,822.3% | +8,018.6% | +1,988.4% |
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