+297.8%
TD vs ACGL
+270.2%
+27.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.7% |
| 7D | +0.3% | -0.7% | +1.1% | +0.6% |
| 30D | +0.4% | -1.0% | +1.4% | +0.7% |
| 3M | +7.6% | +11.0% | -3.4% | +2.9% |
| 6M | +25.0% | -0.3% | +25.3% | +24.4% |
| YTD | +31.0% | +2.3% | +28.7% | +28.7% |
| 1Y | +65.2% | +6.4% | +58.8% | +59.2% |
| 3Y | +122.5% | +34.0% | +88.5% | +87.4% |
| 5Y | +124.8% | +161.6% | -36.8% | +33.6% |
| All | +297.8% | +270.2% | +27.6% | +105.2% |
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