+79.0%
TFC vs ACGL
+329.5%
-250.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.2% | -1.4% | +0.2% | -0.3% |
| 30D | +7.8% | +12.4% | -4.6% | -0.5% |
| 3M | -3.0% | +11.1% | -14.1% | -9.9% |
| 6M | +5.8% | +16.3% | -10.5% | -5.4% |
| YTD | +5.3% | +13.8% | -8.5% | -5.0% |
| 1Y | +15.7% | +20.4% | -4.7% | +0.3% |
| 3Y | +94.8% | +33.6% | +61.2% | +49.2% |
| 5Y | 0.0% | +176.8% | -176.8% | -59.1% |
| 10Y | +79.0% | +324.6% | -245.6% | -44.8% |
| All | +79.0% | +329.5% | -250.4% | -44.8% |
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