+2,495.5%
ACGL vs TCOM
+2,922.3%
-426.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | +0.9% | +12.1% | -11.2% | -0.4% |
| 30D | +13.7% | +16.5% | -2.8% | +11.8% |
| 3M | +8.0% | -4.0% | +12.1% | +8.4% |
| 6M | +13.3% | -18.5% | +31.8% | +15.6% |
| YTD | +11.8% | -38.3% | +50.1% | +17.3% |
| 1Y | +22.2% | -36.6% | +58.8% | +27.7% |
| 3Y | +32.5% | +31.1% | +1.3% | +24.3% |
| 5Y | +160.2% | +47.6% | +112.6% | +131.2% |
| 10Y | +338.5% | +5.1% | +333.5% | +290.8% |
| All | +2,495.5% | +2,922.3% | -426.7% | +1,495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling