+81.0%
TEL vs ACGL
+33.8%
+47.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +4.5% | +2.2% | +2.3% | +4.4% |
| 30D | +2.9% | +12.3% | -9.4% | +2.3% |
| 3M | +1.1% | +11.8% | -10.7% | +0.6% |
| 6M | +5.0% | +17.5% | -12.5% | +4.1% |
| YTD | -3.9% | +14.3% | -18.1% | -4.7% |
| 1Y | -7.4% | +18.2% | -25.6% | -8.7% |
| 3Y | +81.0% | +33.2% | +47.8% | +87.5% |
| All | +81.0% | +33.8% | +47.2% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling