+446.8%
TTMI vs AJG
+1,669.7%
-1,223.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.9% |
| 7D | +0.7% | -8.3% | +8.9% | +4.6% |
| 30D | -8.4% | -5.7% | -2.8% | -6.7% |
| 3M | -32.5% | +9.1% | -41.5% | -37.6% |
| 6M | +32.5% | +15.2% | +17.3% | +17.0% |
| YTD | +83.2% | -6.3% | +89.5% | +77.3% |
| 1Y | +161.7% | -19.1% | +180.8% | +170.3% |
| 3Y | +890.1% | +8.2% | +881.9% | +736.9% |
| 5Y | +832.4% | +75.6% | +756.8% | +488.8% |
| 10Y | +1,115.8% | +471.1% | +644.6% | +283.2% |
| All | +446.8% | +1,669.7% | -1,223.0% | -2.2% |
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