+305.8%
TD vs ACGL
+332.3%
-26.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -0.6% | -1.1% | +0.4% | -0.2% |
| 30D | +7.9% | +13.1% | -5.2% | +2.9% |
| 3M | +3.1% | +9.8% | -6.7% | -0.7% |
| 6M | +17.2% | +15.3% | +1.9% | +10.2% |
| YTD | +34.7% | +12.7% | +22.0% | +27.4% |
| 1Y | +56.9% | +20.7% | +36.2% | +44.2% |
| 3Y | +134.7% | +34.3% | +100.5% | +99.5% |
| 5Y | +104.8% | +170.6% | -65.8% | +20.9% |
| 10Y | +305.8% | +330.6% | -24.8% | +98.5% |
| All | +305.8% | +332.3% | -26.5% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling