+13,174.6%
TDG vs ACGL
+1,526.1%
+11,648.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.6% |
| 30D | -7.4% | -1.0% | -6.4% | -6.9% |
| 3M | -5.4% | +11.0% | -16.4% | -11.5% |
| 6M | -11.6% | -0.3% | -11.3% | -12.2% |
| YTD | -12.6% | +2.3% | -14.9% | -14.9% |
| 1Y | -9.3% | +6.4% | -15.7% | -14.2% |
| 3Y | +49.2% | +34.0% | +15.2% | +17.4% |
| 5Y | +132.1% | +161.6% | -29.5% | +15.7% |
| 10Y | +544.8% | +278.6% | +266.2% | +150.3% |
| All | +13,174.6% | +1,526.1% | +11,648.5% | +2,040.4% |
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