-17.3%
TLN vs ACGL
+28.7%
-46.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.7% | -11.2% | -6.5% |
| 7D | -6.0% | +8.0% | -14.0% | -0.2% |
| 30D | -1.5% | +17.3% | -18.8% | +11.1% |
| 3M | -3.9% | +11.2% | -15.1% | +4.7% |
| 6M | -15.0% | +18.2% | -33.2% | -2.7% |
| YTD | -12.8% | +15.4% | -28.2% | +0.7% |
| 1Y | -17.3% | +26.5% | -43.9% | +2.2% |
| All | -17.3% | +28.7% | -46.0% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling