+628.3%
TLN vs ACGL
+60.8%
+567.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +6.7% |
| 7D | -1.3% | +0.9% | -2.2% | -1.2% |
| 30D | -10.5% | +13.7% | -24.2% | -9.2% |
| 3M | +0.1% | +8.0% | -7.9% | +1.2% |
| 6M | -17.4% | +13.3% | -30.7% | -16.3% |
| YTD | -9.7% | +11.8% | -21.5% | -8.5% |
| 1Y | -12.3% | +22.2% | -34.5% | -11.6% |
| 3Y | +528.3% | +32.5% | +495.8% | +533.7% |
| All | +628.3% | +60.8% | +567.5% | +634.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling