+271.6%
TRGP vs ACGL
+33.3%
+238.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +9.0% | -1.2% | +10.2% | +9.4% |
| 30D | +1.5% | +12.8% | -11.3% | -2.0% |
| 3M | +10.7% | +12.3% | -1.6% | +7.0% |
| 6M | +17.1% | +15.8% | +1.3% | +11.8% |
| YTD | +63.6% | +13.9% | +49.7% | +56.1% |
| 1Y | +77.0% | +19.0% | +58.0% | +66.2% |
| All | +271.6% | +33.3% | +238.3% | +256.1% |
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 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