+120.7%
ACGL vs TPG
+92.2%
+28.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.6% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -1.0% | +11.1% | -12.1% | -2.4% |
| 3M | +11.0% | +26.3% | -15.2% | +7.5% |
| 6M | -0.3% | +18.3% | -18.7% | -2.9% |
| YTD | +2.3% | -14.4% | +16.7% | +4.0% |
| 1Y | +6.4% | -6.7% | +13.1% | +6.4% |
| 3Y | +34.0% | +111.5% | -77.5% | +13.2% |
| All | +120.7% | +92.2% | +28.5% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling