+917.7%
TT vs AJG
+473.1%
+444.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -1.2% | -8.3% | +7.1% | +3.0% |
| 30D | -7.3% | -5.7% | -1.6% | -4.9% |
| 3M | -3.6% | +9.1% | -12.7% | -9.4% |
| 6M | +2.8% | +15.2% | -12.4% | -7.1% |
| YTD | +14.5% | -6.3% | +20.8% | +15.1% |
| 1Y | +7.4% | -19.1% | +26.5% | +17.1% |
| 3Y | +116.2% | +8.2% | +108.0% | +88.0% |
| 5Y | +147.4% | +75.6% | +71.7% | +53.7% |
| All | +917.7% | +473.1% | +444.6% | +204.8% |
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