+130.4%
TD vs ACGL
+33.8%
+96.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +1.1% | +2.2% | -1.1% | +0.9% |
| 30D | +5.2% | +12.3% | -7.1% | +4.2% |
| 3M | +1.2% | +11.8% | -10.6% | +0.3% |
| 6M | +17.7% | +17.5% | +0.3% | +16.0% |
| YTD | +34.2% | +14.3% | +20.0% | +32.4% |
| 1Y | +55.4% | +18.2% | +37.3% | +52.7% |
| 3Y | +130.4% | +33.2% | +97.2% | +129.0% |
| All | +130.4% | +33.8% | +96.6% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling