+4,494.4%
TGT vs ACGL
+4,891.8%
-397.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.5% |
| 7D | +4.7% | -1.1% | +5.8% | +5.0% |
| 30D | +8.0% | +13.1% | -5.2% | +4.9% |
| 3M | +11.7% | +9.8% | +1.9% | +9.2% |
| 6M | +34.7% | +15.3% | +19.5% | +30.0% |
| YTD | +74.4% | +12.7% | +61.7% | +68.8% |
| 1Y | +89.2% | +20.7% | +68.5% | +80.1% |
| 3Y | +73.4% | +34.3% | +39.1% | +58.6% |
| 5Y | -24.0% | +170.6% | -194.6% | -42.2% |
| 10Y | +225.5% | +330.6% | -105.1% | +113.4% |
| All | +4,494.4% | +4,891.8% | -397.5% | +1,888.0% |
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