+274.0%
ACGL vs TMF
-86.8%
+360.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -0.7% | -1.4% | +0.7% | -0.9% |
| 30D | -1.0% | -2.8% | +1.8% | -1.3% |
| 3M | +11.0% | -10.9% | +22.0% | +9.6% |
| 6M | -0.3% | -21.3% | +21.0% | -3.0% |
| YTD | +2.3% | -15.9% | +18.2% | +0.4% |
| 1Y | +6.4% | -15.7% | +22.1% | +4.6% |
| 3Y | +34.0% | -43.4% | +77.3% | +27.3% |
| 5Y | +161.6% | -87.8% | +249.4% | +92.8% |
| All | +274.0% | -86.8% | +360.7% | +205.8% |
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