-9.2%
TDG vs ACGL
+18.7%
-27.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | +8.1% | +12.8% | -4.6% | +6.0% |
| 3M | -2.6% | +12.3% | -14.9% | -4.5% |
| 6M | +1.0% | +15.8% | -14.8% | -0.9% |
| YTD | -9.5% | +13.9% | -23.4% | -11.4% |
| All | -9.2% | +18.7% | -27.9% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling