+164.7%
ACGL vs TMF
-88.0%
+252.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +13.7% | +19.7% | -6.0% | +14.3% |
| 3M | +8.0% | -2.1% | +10.1% | +8.0% |
| 6M | +13.3% | -13.4% | +26.7% | +12.8% |
| YTD | +11.8% | -16.7% | +28.6% | +11.2% |
| 1Y | +22.2% | -23.3% | +45.6% | +21.2% |
| 3Y | +32.5% | -24.8% | +57.3% | +32.0% |
| All | +164.7% | -88.0% | +252.7% | +119.8% |
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 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