+455.4%
ACN vs TRGP
+2,231.3%
-1,775.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | +9.4% | +11.5% | -2.1% | +7.3% |
| 3M | +5.6% | +9.0% | -3.3% | +3.8% |
| 6M | -9.3% | +20.5% | -29.8% | -12.5% |
| YTD | -29.0% | +59.5% | -88.5% | -34.8% |
| 1Y | -24.7% | +77.9% | -102.6% | -32.2% |
| 3Y | -39.8% | +253.6% | -293.4% | -52.4% |
| 5Y | -40.9% | +615.5% | -656.4% | -58.8% |
| 10Y | +91.1% | +897.1% | -806.0% | +10.7% |
| All | +455.4% | +2,231.3% | -1,775.9% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling