+116.4%
ACGL vs TPG
+71.4%
+45.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.6% |
| 7D | -3.6% | -11.8% | +8.2% | -2.1% |
| 30D | -2.1% | -6.3% | +4.2% | -1.4% |
| 3M | +5.4% | +13.6% | -8.2% | +3.4% |
| 6M | 0.0% | +13.8% | -13.8% | -2.2% |
| YTD | +0.3% | -23.7% | +24.0% | +3.4% |
| 1Y | +6.2% | -18.2% | +24.4% | +7.9% |
| 3Y | +30.9% | +80.1% | -49.2% | +13.3% |
| All | +116.4% | +71.4% | +45.1% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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