+86.2%
TFC vs ACGL
+31.5%
+54.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | 0.0% |
| 7D | +1.2% | +0.9% | +0.3% | +1.0% |
| 30D | +8.3% | +13.7% | -5.4% | +4.3% |
| 3M | -5.2% | +8.0% | -13.2% | -7.4% |
| 6M | -0.8% | +13.3% | -14.1% | -4.7% |
| YTD | +3.4% | +11.8% | -8.4% | -0.4% |
| 1Y | +17.0% | +22.2% | -5.2% | +9.5% |
| 3Y | +86.2% | +32.5% | +53.7% | +85.3% |
| All | +86.2% | +31.5% | +54.7% | +85.3% |
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