+172.6%
TTMI vs AJG
-12.9%
+185.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +7.3% |
| 7D | +5.9% | -1.8% | +7.7% | +4.0% |
| 30D | -4.3% | +4.6% | -8.9% | +1.1% |
| 3M | -32.0% | +24.9% | -57.0% | -15.6% |
| 6M | +19.5% | +17.2% | +2.3% | +46.0% |
| YTD | +82.0% | +2.2% | +79.9% | +104.3% |
| 1Y | +172.6% | -11.5% | +184.1% | +195.3% |
| All | +172.6% | -12.9% | +185.5% | +195.3% |
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 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