+596.2%
TDG vs ACGL
+322.9%
+273.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | +1.2% | -1.2% | +2.4% | +1.8% |
| 30D | +8.1% | +12.8% | -4.6% | +0.5% |
| 3M | -2.6% | +12.3% | -14.9% | -9.4% |
| 6M | +1.0% | +15.8% | -14.8% | -8.3% |
| YTD | -9.5% | +13.9% | -23.4% | -17.6% |
| 1Y | -8.0% | +19.0% | -27.0% | -18.6% |
| 3Y | +41.8% | +33.7% | +8.1% | +11.7% |
| 5Y | +125.1% | +173.4% | -48.3% | +3.8% |
| All | +596.2% | +322.9% | +273.3% | +158.9% |
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