+295.4%
TRV vs ACGL
+270.1%
+25.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +1.5% |
| 30D | -2.3% | -2.2% | -0.2% | -1.0% |
| 3M | +22.7% | +6.3% | +16.4% | +18.2% |
| 6M | +21.9% | +0.5% | +21.4% | +21.4% |
| YTD | +27.5% | +0.2% | +27.3% | +27.1% |
| 1Y | +36.2% | +7.3% | +29.0% | +30.1% |
| 3Y | +140.6% | +30.8% | +109.8% | +99.7% |
| 5Y | +154.5% | +155.8% | -1.3% | +33.7% |
| 10Y | +295.4% | +276.3% | +19.1% | +61.8% |
| All | +295.4% | +270.1% | +25.3% | +61.8% |
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