+8,037.8%
TD vs ACGL
+5,917.0%
+2,120.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | -1.7% | +0.9% | -2.6% | -1.9% |
| 30D | +8.2% | +13.7% | -5.5% | +4.7% |
| 3M | +1.7% | +8.0% | -6.3% | -0.4% |
| 6M | +14.2% | +13.3% | +1.0% | +10.2% |
| YTD | +32.8% | +11.8% | +20.9% | +28.2% |
| 1Y | +55.5% | +22.2% | +33.2% | +46.7% |
| 3Y | +129.6% | +32.5% | +97.2% | +108.9% |
| 5Y | +102.2% | +160.2% | -58.0% | +52.1% |
| 10Y | +306.3% | +338.5% | -32.3% | +166.4% |
| All | +8,037.8% | +5,917.0% | +2,120.8% | +4,070.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling