+151.8%
ACGL vs TKO
+312.5%
-160.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.0% | -7.4% | -3.0% |
| 7D | -2.9% | +7.2% | -10.1% | -3.7% |
| 30D | -2.8% | +4.7% | -7.5% | -3.4% |
| 3M | +6.8% | -3.2% | +10.0% | +7.0% |
| 6M | -1.5% | -2.9% | +1.3% | -1.5% |
| YTD | -0.2% | -5.8% | +5.6% | 0.0% |
| 1Y | +5.3% | -1.1% | +6.3% | +4.9% |
| 3Y | +30.3% | +111.1% | -80.8% | +18.3% |
| 5Y | +151.8% | +315.6% | -163.7% | +90.8% |
| All | +151.8% | +312.5% | -160.7% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling