-83.4%
TTD vs AJG
+8.2%
-91.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +3.0% |
| 7D | -0.6% | -8.3% | +7.6% | +1.9% |
| 30D | +6.3% | -5.7% | +12.0% | +8.1% |
| 3M | -24.1% | +9.1% | -33.2% | -25.5% |
| 6M | -47.4% | +15.2% | -62.6% | -49.0% |
| YTD | -62.2% | -6.3% | -55.9% | -62.4% |
| 1Y | -68.3% | -19.1% | -49.2% | -67.6% |
| 3Y | -83.4% | +8.2% | -91.7% | -84.6% |
| All | -83.4% | +8.2% | -91.6% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling