+87.5%
TNA vs ACGL
+270.1%
-182.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.6% | -4.7% |
| 7D | -3.6% | -2.1% | -1.5% | -1.0% |
| 30D | -10.1% | -2.2% | -7.9% | -8.0% |
| 3M | +2.7% | +6.3% | -3.6% | -8.0% |
| 6M | +38.4% | +0.5% | +37.9% | +31.0% |
| YTD | +45.4% | +0.2% | +45.2% | +35.0% |
| 1Y | +55.9% | +7.3% | +48.7% | +29.7% |
| 3Y | +109.8% | +30.8% | +79.0% | +15.7% |
| 5Y | -22.5% | +155.8% | -178.3% | -85.4% |
| 10Y | +87.5% | +276.3% | -188.8% | -71.2% |
| All | +87.5% | +270.1% | -182.6% | -71.2% |
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