+361.1%
TTD vs AJG
+469.4%
-108.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +1.1% |
| 7D | -4.6% | -7.4% | +2.8% | +1.0% |
| 30D | +3.7% | -3.0% | +6.6% | +5.7% |
| 3M | -30.2% | +12.8% | -43.1% | -36.6% |
| 6M | -51.4% | +12.8% | -64.2% | -55.9% |
| YTD | -63.4% | -4.7% | -58.7% | -62.7% |
| 1Y | -73.5% | -17.2% | -56.3% | -70.2% |
| 3Y | -83.5% | +10.2% | -93.6% | -86.5% |
| 5Y | -80.9% | +76.9% | -157.9% | -89.7% |
| All | +361.1% | +469.4% | -108.3% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling