+41.6%
TXN vs AJG
-12.9%
+54.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.3% |
| 7D | -0.1% | -1.8% | +1.7% | -0.7% |
| 30D | -6.9% | +4.6% | -11.6% | -5.4% |
| 3M | -14.9% | +24.9% | -39.8% | -9.2% |
| 6M | +29.0% | +17.2% | +11.8% | +38.0% |
| YTD | +51.5% | +2.2% | +49.3% | +62.9% |
| 1Y | +41.6% | -11.5% | +53.1% | +53.1% |
| All | +41.6% | -12.9% | +54.5% | +53.1% |
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