+34.0%
TNA vs ACGL
+322.9%
-288.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +7.7% | -1.2% | +8.9% | +9.2% |
| 30D | -0.7% | +12.8% | -13.5% | -15.7% |
| 3M | -25.4% | +12.3% | -37.7% | -36.9% |
| 6M | -11.8% | +15.8% | -27.7% | -31.1% |
| YTD | +23.9% | +13.9% | +10.0% | -3.7% |
| 1Y | +25.6% | +19.0% | +6.6% | -8.3% |
| 3Y | +137.1% | +33.7% | +103.5% | +30.7% |
| 5Y | -45.4% | +173.4% | -218.8% | -90.6% |
| All | +34.0% | +322.9% | -288.9% | -82.9% |
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