+155.8%
ACGL vs TDY
+33.5%
+122.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | -2.2% | -13.8% | +11.6% | +2.0% |
| 3M | +6.3% | -3.9% | +10.2% | +7.0% |
| 6M | +0.5% | -9.0% | +9.5% | +2.7% |
| YTD | +0.2% | +16.5% | -16.3% | -6.6% |
| 1Y | +7.3% | +9.3% | -2.0% | +2.1% |
| 3Y | +30.8% | +45.1% | -14.3% | +10.5% |
| 5Y | +155.8% | +35.0% | +120.8% | +114.5% |
| All | +155.8% | +33.5% | +122.3% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling