+588.0%
TRI vs ACGL
+3,475.3%
-2,887.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.2% | -1.4% | -5.8% | -6.7% |
| 30D | +4.4% | +12.4% | -8.0% | +0.3% |
| 3M | +4.5% | +11.1% | -6.6% | +0.9% |
| 6M | +23.7% | +16.3% | +7.4% | +17.8% |
| YTD | -14.4% | +13.8% | -28.2% | -18.2% |
| 1Y | -17.4% | +20.4% | -37.8% | -22.6% |
| 3Y | -11.0% | +33.6% | -44.6% | -21.3% |
| 5Y | +0.7% | +176.8% | -176.2% | -33.7% |
| 10Y | +224.0% | +324.6% | -100.5% | +68.2% |
| All | +588.0% | +3,475.3% | -2,887.3% | +69.4% |
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