+130.4%
TLT vs ACGL
+3,732.0%
-3,601.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | +6.4% | -5.8% | +1.3% |
| 30D | +6.0% | +16.6% | -10.6% | +8.0% |
| 3M | -0.9% | +11.6% | -12.5% | +0.4% |
| 6M | -2.6% | +17.5% | -20.1% | -0.6% |
| YTD | -3.1% | +15.3% | -18.4% | -1.2% |
| 1Y | -4.4% | +26.3% | -30.7% | -1.4% |
| 3Y | +5.5% | +35.9% | -30.5% | +10.7% |
| 5Y | -34.7% | +168.2% | -202.9% | -23.8% |
| 10Y | -17.6% | +352.0% | -369.6% | +7.7% |
| All | +130.4% | +3,732.0% | -3,601.6% | +266.4% |
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