+680.9%
TLN vs ACGL
+62.0%
+618.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.3% |
| 7D | +9.1% | -1.1% | +10.1% | +9.0% |
| 30D | -4.1% | +13.1% | -17.2% | -2.7% |
| 3M | +4.4% | +9.8% | -5.4% | +5.7% |
| 6M | -6.0% | +15.3% | -21.3% | -4.6% |
| YTD | -3.1% | +12.7% | -15.8% | -1.8% |
| 1Y | -6.1% | +20.7% | -26.8% | -5.2% |
| 3Y | +575.3% | +34.3% | +541.0% | +581.8% |
| All | +680.9% | +62.0% | +618.9% | +688.2% |
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