+28.2%
ACGL vs TKO
+102.7%
-74.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.0% | +2.3% | -4.4% | -2.2% |
| 30D | -1.2% | -2.5% | +1.2% | -1.1% |
| 3M | +5.4% | -10.6% | +16.0% | +6.2% |
| 6M | +1.4% | -5.1% | +6.4% | +1.5% |
| YTD | +0.2% | -8.2% | +8.4% | +0.6% |
| 1Y | +4.1% | -4.4% | +8.6% | +4.1% |
| 3Y | +28.2% | +100.4% | -72.1% | +24.9% |
| All | +28.2% | +102.7% | -74.4% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling