+324.9%
ACGL vs TDY
+434.3%
-109.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +2.2% | +4.1% | -1.9% | +0.4% |
| 30D | +12.3% | +5.7% | +6.6% | +9.0% |
| 3M | +11.8% | -4.4% | +16.3% | +13.3% |
| 6M | +17.5% | +1.2% | +16.2% | +15.1% |
| YTD | +14.3% | +26.0% | -11.8% | -0.4% |
| 1Y | +18.2% | +27.4% | -9.2% | +2.3% |
| 3Y | +33.2% | +67.5% | -34.4% | -2.1% |
| 5Y | +174.3% | +44.9% | +129.5% | +112.9% |
| All | +324.9% | +434.3% | -109.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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