+32.7%
ACGL vs TKO
+152.5%
-119.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | -1.2% | +2.6% | -3.8% | -1.4% |
| 30D | +12.8% | +11.6% | +1.2% | +11.8% |
| 3M | +12.3% | -0.1% | +12.4% | +12.2% |
| 6M | +15.8% | +6.7% | +9.1% | +14.9% |
| YTD | +13.9% | -6.0% | +19.9% | +14.1% |
| 1Y | +19.0% | +8.5% | +10.5% | +17.6% |
| All | +32.7% | +152.5% | -119.8% | +29.7% |
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