+135.5%
TDG vs ACGL
+158.6%
-23.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.5% |
| 7D | -0.9% | -2.9% | +2.0% | +0.3% |
| 30D | -6.5% | -2.8% | -3.7% | -5.5% |
| 3M | -5.1% | +6.8% | -11.9% | -7.8% |
| 6M | -11.5% | -1.5% | -10.0% | -11.4% |
| YTD | -13.9% | -0.2% | -13.7% | -14.5% |
| 1Y | -11.5% | +5.3% | -16.7% | -14.4% |
| 3Y | +53.7% | +30.3% | +23.4% | +28.5% |
| 5Y | +135.5% | +151.8% | -16.3% | +32.1% |
| All | +135.5% | +158.6% | -23.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling