+186.2%
TRI vs ACGL
+277.0%
-90.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -14.4% | -3.6% | -10.7% | -13.4% |
| 30D | -8.1% | -2.1% | -6.0% | -7.5% |
| 3M | +17.5% | +5.4% | +12.2% | +16.2% |
| 6M | -5.0% | 0.0% | -5.0% | -4.7% |
| YTD | -24.7% | +0.3% | -25.0% | -24.8% |
| 1Y | -41.5% | +6.2% | -47.7% | -42.6% |
| 3Y | -20.3% | +30.9% | -51.3% | -27.6% |
| 5Y | -10.9% | +159.8% | -170.7% | -35.3% |
| All | +186.2% | +277.0% | -90.9% | +90.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling