-12.3%
TLT vs ACGL
+332.0%
-344.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.2% |
| 7D | -0.3% | +1.3% | -1.5% | -0.2% |
| 30D | +3.7% | +14.2% | -10.5% | +5.1% |
| 3M | -0.7% | +11.1% | -11.7% | +0.4% |
| 6M | -4.2% | +16.4% | -20.5% | -2.6% |
| YTD | -4.0% | +13.8% | -17.8% | -2.5% |
| 1Y | -5.8% | +21.6% | -27.4% | -3.7% |
| 3Y | +4.1% | +33.5% | -29.4% | +8.6% |
| 5Y | -34.8% | +174.8% | -209.6% | -24.0% |
| 10Y | -12.3% | +330.4% | -342.7% | +19.3% |
| All | -12.3% | +332.0% | -344.4% | +19.3% |
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 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