+155.9%
TNA vs ACGL
+35.1%
+120.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.4% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +1.4% | +13.1% | -11.8% | -2.9% |
| 3M | -21.1% | +9.8% | -30.9% | -23.8% |
| 6M | -9.4% | +15.3% | -24.6% | -14.9% |
| YTD | +29.6% | +12.7% | +16.9% | +21.9% |
| 1Y | +34.6% | +20.7% | +13.9% | +21.6% |
| 3Y | +155.9% | +34.3% | +121.6% | +178.9% |
| All | +155.9% | +35.1% | +120.8% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling