+344.9%
TRV vs ACGL
+322.9%
+21.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.1% | -1.2% | +1.3% | +0.8% |
| 30D | +8.0% | +12.8% | -4.8% | +0.1% |
| 3M | +9.3% | +12.3% | -3.0% | +1.6% |
| 6M | +36.2% | +15.8% | +20.4% | +24.2% |
| YTD | +40.6% | +13.9% | +26.7% | +29.3% |
| 1Y | +43.1% | +19.0% | +24.0% | +28.0% |
| 3Y | +149.6% | +33.7% | +115.9% | +104.8% |
| 5Y | +181.6% | +173.4% | +8.3% | +42.2% |
| All | +344.9% | +322.9% | +21.9% | +72.1% |
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