+419.8%
TXN vs AJG
+473.1%
-53.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.3% |
| 7D | +4.0% | -8.3% | +12.2% | +7.4% |
| 30D | -2.9% | -5.7% | +2.8% | -1.0% |
| 3M | -9.1% | +9.1% | -18.2% | -14.1% |
| 6M | +36.6% | +15.2% | +21.4% | +24.6% |
| YTD | +57.5% | -6.3% | +63.8% | +57.6% |
| 1Y | +49.5% | -19.1% | +68.6% | +60.7% |
| 3Y | +76.5% | +8.2% | +68.3% | +54.3% |
| 5Y | +62.4% | +75.6% | -13.3% | +2.7% |
| All | +419.8% | +473.1% | -53.3% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling