+330.6%
ACGL vs TCOM
+3.5%
+327.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -1.1% | +7.4% | -8.5% | -2.0% |
| 30D | +13.1% | +13.2% | -0.1% | +11.4% |
| 3M | +9.8% | -4.6% | +14.3% | +10.3% |
| 6M | +15.3% | -16.4% | +31.7% | +17.5% |
| YTD | +12.7% | -38.8% | +51.5% | +18.9% |
| 1Y | +20.7% | -37.3% | +58.0% | +26.9% |
| 3Y | +34.3% | +31.4% | +2.9% | +23.6% |
| 5Y | +170.6% | +45.5% | +125.1% | +134.6% |
| 10Y | +330.6% | +4.6% | +325.9% | +261.6% |
| All | +330.6% | +3.5% | +327.1% | +261.6% |
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