+189.9%
TRI vs ACGL
+276.7%
-86.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -8.4% | -2.1% | -6.3% | -7.7% |
| 30D | -6.5% | -2.2% | -4.3% | -5.8% |
| 3M | +18.6% | +6.3% | +12.3% | +16.9% |
| 6M | -10.4% | +0.5% | -11.0% | -10.4% |
| YTD | -23.7% | +0.2% | -23.9% | -23.8% |
| 1Y | -42.5% | +7.3% | -49.7% | -43.7% |
| 3Y | -19.3% | +30.8% | -50.1% | -26.6% |
| 5Y | -9.7% | +155.8% | -165.4% | -34.1% |
| All | +189.9% | +276.7% | -86.8% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling