+13,899.9%
TDG vs ACGL
+1,709.1%
+12,190.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +1.4% | +1.3% | +0.2% | +0.6% |
| 30D | +10.6% | +14.2% | -3.6% | +2.1% |
| 3M | +0.2% | +11.1% | -10.9% | -6.2% |
| 6M | +0.9% | +16.4% | -15.5% | -8.6% |
| YTD | -7.8% | +13.8% | -21.6% | -16.0% |
| 1Y | -4.9% | +21.6% | -26.5% | -16.8% |
| 3Y | +44.5% | +33.5% | +10.9% | +14.9% |
| 5Y | +117.7% | +174.8% | -57.1% | +5.9% |
| 10Y | +565.8% | +330.4% | +235.5% | +139.5% |
| All | +13,899.9% | +1,709.1% | +12,190.8% | +2,014.3% |
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