-17.8%
TRI vs ACGL
+29.4%
-47.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -5.8% |
| 7D | -7.1% | -2.9% | -4.1% | -6.3% |
| 30D | -2.3% | -2.8% | +0.5% | -1.5% |
| 3M | +19.6% | +6.8% | +12.8% | +18.6% |
| 6M | -8.7% | -1.5% | -7.2% | -8.1% |
| YTD | -22.3% | -0.2% | -22.0% | -22.1% |
| 1Y | -40.7% | +5.3% | -46.0% | -41.2% |
| 3Y | -17.8% | +30.3% | -48.0% | -24.4% |
| All | -17.8% | +29.4% | -47.1% | -24.4% |
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 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