+149.1%
TT vs AJG
+74.4%
+74.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -1.2% | -8.3% | +7.1% | +1.6% |
| 30D | -7.3% | -5.7% | -1.6% | -5.7% |
| 3M | -3.6% | +9.1% | -12.7% | -7.8% |
| 6M | +2.8% | +15.2% | -12.4% | -4.4% |
| YTD | +14.5% | -6.3% | +20.8% | +16.2% |
| 1Y | +7.4% | -19.1% | +26.5% | +17.3% |
| 3Y | +116.2% | +8.2% | +108.0% | +87.3% |
| All | +149.1% | +74.4% | +74.7% | +52.9% |
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