+32.7%
TNA vs ACGL
+324.4%
-291.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.5% |
| 7D | +3.7% | +2.2% | +1.6% | +1.0% |
| 30D | +4.4% | +12.3% | -7.9% | -10.8% |
| 3M | -26.7% | +11.8% | -38.5% | -37.6% |
| 6M | -12.8% | +17.5% | -30.3% | -33.1% |
| YTD | +22.7% | +14.3% | +8.4% | -5.1% |
| 1Y | +35.7% | +18.2% | +17.5% | +0.2% |
| 3Y | +134.6% | +33.2% | +101.4% | +30.2% |
| 5Y | -46.0% | +174.3% | -220.3% | -90.7% |
| All | +32.7% | +324.4% | -291.7% | -83.2% |
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