+535.6%
TDG vs ACGL
+270.1%
+265.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -2.4% | -2.1% | -0.3% | -1.2% |
| 30D | -8.0% | -2.2% | -5.8% | -6.9% |
| 3M | -10.5% | +6.3% | -16.8% | -14.1% |
| 6M | -11.9% | +0.5% | -12.4% | -12.9% |
| YTD | -15.4% | +0.2% | -15.6% | -16.6% |
| 1Y | -14.2% | +7.3% | -21.5% | -19.3% |
| 3Y | +51.0% | +30.8% | +20.2% | +19.1% |
| 5Y | +126.5% | +155.8% | -29.3% | +8.5% |
| 10Y | +535.6% | +276.3% | +259.2% | +153.1% |
| All | +535.6% | +270.1% | +265.4% | +153.1% |
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