+200.6%
TGT vs ACGL
+322.9%
-122.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.6% | -1.2% | +3.8% | +2.9% |
| 30D | +6.6% | +12.8% | -6.2% | +3.6% |
| 3M | +5.2% | +12.3% | -7.1% | +2.3% |
| 6M | +35.3% | +15.8% | +19.5% | +30.3% |
| YTD | +70.3% | +13.9% | +56.4% | +64.2% |
| 1Y | +81.2% | +19.0% | +62.1% | +72.7% |
| 3Y | +66.9% | +33.7% | +33.3% | +52.1% |
| 5Y | -27.2% | +173.4% | -200.6% | -47.1% |
| All | +200.6% | +322.9% | -122.4% | +108.2% |
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 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