+168.2%
ACGL vs TMF
-87.8%
+256.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +6.4% | +2.7% | +3.7% | +6.4% |
| 30D | +16.6% | +19.3% | -2.7% | +17.2% |
| 3M | +11.6% | -3.7% | +15.2% | +11.4% |
| 6M | +17.5% | -11.3% | +28.8% | +17.0% |
| YTD | +15.3% | -16.6% | +31.9% | +14.7% |
| 1Y | +26.3% | -21.1% | +47.4% | +25.4% |
| 3Y | +35.9% | -26.8% | +62.7% | +35.2% |
| 5Y | +168.2% | -88.0% | +256.2% | +122.4% |
| All | +168.2% | -87.8% | +256.0% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling