+1,983.3%
TRGP vs ACGL
+1,027.7%
+955.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -0.9% |
| 7D | -16.0% | +0.9% | -16.9% | -16.7% |
| 30D | -6.4% | +13.7% | -20.2% | -13.8% |
| 3M | -1.0% | +8.0% | -9.0% | -5.9% |
| 6M | +7.0% | +13.3% | -6.3% | -2.0% |
| YTD | +46.1% | +11.8% | +34.3% | +33.6% |
| 1Y | +58.7% | +22.2% | +36.4% | +37.2% |
| 3Y | +221.9% | +32.5% | +189.4% | +154.7% |
| 5Y | +419.9% | +160.2% | +259.7% | +146.5% |
| 10Y | +769.8% | +338.5% | +431.3% | +228.3% |
| All | +1,983.3% | +1,027.7% | +955.6% | +333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling