+16.2%
TFC vs ACGL
+19.1%
-3.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +2.3% | +2.2% | +0.1% | +1.6% |
| 30D | +10.8% | +12.3% | -1.5% | +7.4% |
| 3M | -3.8% | +11.8% | -15.6% | -6.7% |
| 6M | +9.6% | +17.5% | -7.9% | +4.3% |
| YTD | +5.8% | +14.3% | -8.5% | +1.7% |
| 1Y | +16.2% | +18.2% | -2.0% | +10.9% |
| All | +16.2% | +19.1% | -3.0% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling