+266.9%
ACGL vs TCOM
-9.7%
+276.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -2.9% | -7.6% | +4.7% | -2.0% |
| 30D | -2.8% | -12.2% | +9.4% | -1.3% |
| 3M | +6.8% | -14.2% | +21.0% | +8.6% |
| 6M | -1.5% | -25.0% | +23.5% | +1.7% |
| YTD | -0.2% | -43.7% | +43.5% | +6.5% |
| 1Y | +5.3% | -44.5% | +49.8% | +12.4% |
| 3Y | +30.3% | +13.4% | +16.9% | +22.3% |
| 5Y | +151.8% | +26.5% | +125.4% | +123.1% |
| 10Y | +266.9% | -10.3% | +277.1% | +207.0% |
| All | +266.9% | -9.7% | +276.6% | +207.0% |
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