-44.0%
ACN vs TRGP
+639.4%
-683.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | -1.4% | +9.5% | -10.8% | -3.2% |
| 3M | +2.6% | +10.8% | -8.3% | +0.1% |
| 6M | -14.3% | +25.3% | -39.6% | -18.8% |
| YTD | -33.1% | +60.3% | -93.4% | -40.1% |
| 1Y | -28.8% | +84.6% | -113.3% | -38.5% |
| 3Y | -43.0% | +264.4% | -307.3% | -59.8% |
| 5Y | -44.0% | +636.6% | -680.6% | -66.8% |
| All | -44.0% | +639.4% | -683.4% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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