-79.9%
TTD vs AJG
+74.4%
-154.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +3.5% |
| 7D | -0.6% | -8.3% | +7.6% | +5.2% |
| 30D | +6.3% | -5.7% | +12.0% | +10.2% |
| 3M | -24.1% | +9.1% | -33.2% | -28.6% |
| 6M | -47.4% | +15.2% | -62.6% | -52.4% |
| YTD | -62.2% | -6.3% | -55.9% | -61.1% |
| 1Y | -68.3% | -19.1% | -49.2% | -63.9% |
| 3Y | -83.4% | +8.2% | -91.7% | -87.3% |
| All | -79.9% | +74.4% | -154.2% | -92.3% |
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