+59.1%
TRGP vs ACGL
+20.8%
+38.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.6% |
| 7D | -16.0% | +0.9% | -16.9% | -16.0% |
| 30D | -6.4% | +13.7% | -20.2% | -7.1% |
| 3M | -1.0% | +8.0% | -9.0% | -1.6% |
| 6M | +7.0% | +13.3% | -6.3% | +6.1% |
| YTD | +46.1% | +11.8% | +34.3% | +44.0% |
| All | +59.1% | +20.8% | +38.2% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling