+129.5%
TLT vs ACGL
+3,683.5%
-3,554.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -1.0% | -1.4% | +0.3% | -1.2% |
| 30D | +4.1% | +12.4% | -8.2% | +5.6% |
| 3M | -0.4% | +11.1% | -11.5% | +1.0% |
| 6M | -3.2% | +16.3% | -19.5% | -1.2% |
| YTD | -3.5% | +13.8% | -17.3% | -1.8% |
| 1Y | -5.8% | +20.4% | -26.2% | -3.5% |
| 3Y | +4.6% | +33.6% | -29.0% | +9.6% |
| 5Y | -34.4% | +176.8% | -211.2% | -23.0% |
| 10Y | -11.4% | +324.6% | -336.0% | +14.7% |
| All | +129.5% | +3,683.5% | -3,554.0% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling