+7.4%
TT vs AJG
-17.2%
+24.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.4% |
| 7D | -1.2% | -8.3% | +7.1% | -2.4% |
| 30D | -7.3% | -5.7% | -1.6% | -8.0% |
| 3M | -3.6% | +9.1% | -12.7% | -2.2% |
| 6M | +2.8% | +15.2% | -12.4% | +4.9% |
| YTD | +14.5% | -6.3% | +20.8% | +16.5% |
| 1Y | +7.4% | -19.1% | +26.5% | +13.4% |
| All | +7.4% | -17.2% | +24.6% | +13.4% |
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 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