+1,055.6%
TFC vs ACGL
+4,429.2%
-3,373.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | +2.4% | -0.7% | +3.2% | +2.7% |
| 30D | -1.3% | -1.0% | -0.3% | -0.9% |
| 3M | +6.1% | +11.0% | -5.0% | +1.3% |
| 6M | +7.3% | -0.3% | +7.7% | +7.0% |
| YTD | +8.2% | +2.3% | +5.9% | +6.5% |
| 1Y | +14.4% | +6.4% | +8.1% | +10.7% |
| 3Y | +93.7% | +34.0% | +59.8% | +66.6% |
| 5Y | +16.4% | +161.6% | -145.2% | -24.9% |
| 10Y | +101.6% | +278.6% | -177.0% | +16.4% |
| All | +1,055.6% | +4,429.2% | -3,373.6% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling