+323.5%
ACGL vs TMF
-81.8%
+405.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | -0.5% |
| 7D | -1.2% | -8.2% | +7.0% | -2.2% |
| 30D | +12.8% | +5.3% | +7.4% | +13.5% |
| 3M | +12.3% | -8.5% | +20.8% | +11.2% |
| 6M | +15.8% | -17.2% | +33.0% | +13.4% |
| YTD | +13.9% | -23.4% | +37.3% | +10.6% |
| 1Y | +19.0% | -30.2% | +49.3% | +14.2% |
| 3Y | +33.7% | -32.9% | +66.6% | +30.3% |
| 5Y | +173.4% | -88.5% | +261.9% | +97.9% |
| All | +323.5% | -81.8% | +405.3% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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