+829.0%
TTMI vs AJG
+74.4%
+754.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.2% |
| 7D | +0.7% | -8.3% | +8.9% | -0.4% |
| 30D | -8.4% | -5.7% | -2.8% | -9.0% |
| 3M | -32.5% | +9.1% | -41.5% | -33.0% |
| 6M | +32.5% | +15.2% | +17.3% | +30.6% |
| YTD | +83.2% | -6.3% | +89.5% | +86.3% |
| 1Y | +161.7% | -19.1% | +180.8% | +176.2% |
| 3Y | +890.1% | +8.2% | +881.9% | +779.3% |
| All | +829.0% | +74.4% | +754.7% | +557.0% |
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