+272.8%
ACGL vs TKO
+994.1%
-721.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -2.2% | +0.9% | -3.0% | -2.4% |
| 3M | +6.3% | -6.2% | +12.5% | +7.2% |
| 6M | +0.5% | -5.6% | +6.1% | +1.0% |
| YTD | +0.2% | -7.8% | +8.1% | +0.9% |
| 1Y | +7.3% | -1.2% | +8.5% | +6.5% |
| 3Y | +30.8% | +106.5% | -75.7% | +11.7% |
| 5Y | +155.8% | +310.4% | -154.6% | +85.9% |
| All | +272.8% | +994.1% | -721.2% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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