+300.7%
TD vs ACGL
+337.7%
-37.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.6% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | +8.2% | +13.7% | -5.5% | +3.0% |
| 3M | +1.7% | +8.0% | -6.3% | -1.4% |
| 6M | +14.2% | +13.3% | +1.0% | +8.2% |
| YTD | +32.8% | +11.8% | +20.9% | +25.8% |
| 1Y | +55.5% | +22.2% | +33.2% | +42.2% |
| 3Y | +129.6% | +32.5% | +97.2% | +96.3% |
| 5Y | +102.2% | +160.2% | -58.0% | +21.5% |
| All | +300.7% | +337.7% | -37.0% | +98.6% |
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