+486.7%
TLN vs ACGL
+35.5%
+451.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -9.4% | +6.4% | -15.7% | -8.5% |
| 30D | -15.2% | +16.6% | -31.9% | -13.5% |
| 3M | -4.1% | +11.6% | -15.7% | -2.5% |
| 6M | -17.8% | +17.5% | -35.3% | -16.2% |
| YTD | -15.6% | +15.3% | -30.9% | -14.0% |
| 1Y | -21.6% | +26.3% | -47.9% | -20.7% |
| All | +486.7% | +35.5% | +451.2% | +491.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling