+216.3%
TGT vs ACGL
+263.8%
-47.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.5% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | +9.5% | -2.8% | +12.3% | +10.3% |
| 3M | +32.3% | +6.8% | +25.4% | +30.0% |
| 6M | +37.0% | -1.5% | +38.6% | +37.2% |
| YTD | +71.0% | -0.2% | +71.3% | +70.3% |
| 1Y | +85.0% | +5.3% | +79.7% | +81.5% |
| 3Y | +46.8% | +30.3% | +16.5% | +33.7% |
| 5Y | -22.7% | +151.8% | -174.6% | -43.0% |
| 10Y | +216.3% | +266.9% | -50.6% | +102.5% |
| All | +216.3% | +263.8% | -47.5% | +102.5% |
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