+2,273.4%
ACGL vs TCOM
+2,694.8%
-421.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -0.7% | -9.5% | +8.8% | +0.4% |
| 30D | -1.0% | -10.7% | +9.7% | +0.2% |
| 3M | +11.0% | -14.6% | +25.7% | +12.8% |
| 6M | -0.3% | -19.3% | +19.0% | +1.8% |
| YTD | +2.3% | -42.9% | +45.2% | +8.3% |
| 1Y | +6.4% | -43.8% | +50.2% | +12.7% |
| 3Y | +34.0% | +2.1% | +31.9% | +29.4% |
| 5Y | +161.6% | +31.2% | +130.4% | +135.6% |
| 10Y | +278.6% | -13.9% | +292.5% | +244.9% |
| All | +2,273.4% | +2,694.8% | -421.3% | +1,372.4% |
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