+739.5%
TRGP vs ACGL
+332.3%
+407.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.9% |
| 7D | -7.2% | -1.1% | -6.1% | -6.6% |
| 30D | -4.2% | +13.1% | -17.3% | -11.5% |
| 3M | +7.0% | +9.8% | -2.8% | +0.5% |
| 6M | +11.2% | +15.3% | -4.0% | +0.6% |
| YTD | +51.1% | +12.7% | +38.4% | +37.3% |
| 1Y | +62.0% | +20.7% | +41.3% | +40.8% |
| 3Y | +248.2% | +34.3% | +213.9% | +170.7% |
| 5Y | +432.4% | +170.6% | +261.8% | +134.9% |
| 10Y | +739.5% | +330.6% | +408.9% | +256.4% |
| All | +739.5% | +332.3% | +407.2% | +256.4% |
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 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