+4,286.9%
TGT vs ACGL
+4,853.1%
-566.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.0% |
| 7D | +2.6% | +0.9% | +1.7% | +2.4% |
| 30D | +5.0% | +13.7% | -8.8% | +1.9% |
| 3M | +8.5% | +8.0% | +0.5% | +6.5% |
| 6M | +23.8% | +13.3% | +10.5% | +19.9% |
| YTD | +66.5% | +11.8% | +54.7% | +61.5% |
| 1Y | +84.9% | +22.2% | +62.6% | +75.5% |
| 3Y | +59.2% | +32.5% | +26.7% | +46.1% |
| 5Y | -27.2% | +160.2% | -187.4% | -44.1% |
| 10Y | +221.5% | +338.5% | -117.1% | +109.9% |
| All | +4,286.9% | +4,853.1% | -566.1% | +1,801.6% |
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