+217.7%
ACGL vs TW
+221.1%
-3.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -0.7% | -2.3% | +1.6% | -0.1% |
| 30D | -1.0% | +3.9% | -4.9% | -2.1% |
| 3M | +11.0% | +5.7% | +5.3% | +8.9% |
| 6M | -0.3% | -14.5% | +14.2% | +3.5% |
| YTD | +2.3% | -0.9% | +3.1% | +1.2% |
| 1Y | +6.4% | -13.5% | +19.9% | +9.5% |
| 3Y | +34.0% | +25.0% | +9.0% | +21.6% |
| 5Y | +161.6% | +22.7% | +139.0% | +134.6% |
| All | +217.7% | +221.1% | -3.4% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling