+8,130.9%
TD vs ACGL
+6,027.0%
+2,103.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | +5.0% | +12.8% | -7.8% | +1.8% |
| 3M | +1.1% | +12.3% | -11.2% | -1.9% |
| 6M | +16.5% | +15.8% | +0.6% | +11.7% |
| YTD | +34.3% | +13.9% | +20.4% | +29.1% |
| 1Y | +52.9% | +19.0% | +33.8% | +45.3% |
| 3Y | +132.2% | +33.7% | +98.6% | +110.8% |
| 5Y | +101.9% | +173.4% | -71.5% | +49.9% |
| 10Y | +302.0% | +324.9% | -22.9% | +165.0% |
| All | +8,130.9% | +6,027.0% | +2,103.9% | +4,099.3% |
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