+104.9%
TFC vs ACGL
+270.2%
-165.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.2% |
| 7D | +2.4% | -0.7% | +3.2% | +2.9% |
| 30D | -1.3% | -1.0% | -0.3% | -0.7% |
| 3M | +6.1% | +11.0% | -5.0% | -1.8% |
| 6M | +7.3% | -0.3% | +7.7% | +6.6% |
| YTD | +8.2% | +2.3% | +5.9% | +5.2% |
| 1Y | +14.4% | +6.4% | +8.1% | +7.9% |
| 3Y | +93.7% | +34.0% | +59.8% | +45.8% |
| 5Y | +16.4% | +161.6% | -145.2% | -50.7% |
| All | +104.9% | +270.2% | -165.3% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling