+2,174.7%
TRGP vs ACGL
+931.2%
+1,243.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | +11.5% | -1.0% | +12.5% | +12.2% |
| 3M | +9.0% | +11.0% | -2.1% | +1.5% |
| 6M | +20.5% | -0.3% | +20.8% | +19.5% |
| YTD | +59.5% | +2.3% | +57.3% | +54.8% |
| 1Y | +77.9% | +6.4% | +71.5% | +68.0% |
| 3Y | +253.6% | +34.0% | +219.6% | +174.8% |
| 5Y | +615.5% | +161.6% | +453.8% | +235.1% |
| 10Y | +897.1% | +278.6% | +618.5% | +311.6% |
| All | +2,174.7% | +931.2% | +1,243.5% | +401.9% |
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 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