+323.5%
ACGL vs TCOM
+5.0%
+318.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -1.0% |
| 30D | +12.8% | +11.5% | +1.3% | +11.2% |
| 3M | +12.3% | -5.2% | +17.5% | +12.9% |
| 6M | +15.8% | -16.9% | +32.8% | +18.1% |
| YTD | +13.9% | -39.9% | +53.8% | +20.5% |
| 1Y | +19.0% | -42.1% | +61.1% | +26.5% |
| 3Y | +33.7% | +28.0% | +5.6% | +23.4% |
| 5Y | +173.4% | +40.4% | +133.0% | +138.4% |
| All | +323.5% | +5.0% | +318.5% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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