+18.2%
ACGL vs TW
+21.1%
-2.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.2% | +3.9% | -1.8% | +1.6% |
| 30D | +12.3% | +19.9% | -7.6% | +9.6% |
| 3M | +11.8% | +25.9% | -14.1% | +8.4% |
| 6M | +17.5% | +21.1% | -3.7% | +13.7% |
| YTD | +14.3% | +23.9% | -9.6% | +9.2% |
| 1Y | +18.2% | +21.2% | -3.1% | +14.3% |
| All | +18.2% | +21.1% | -2.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling