+2,784.8%
TRV vs ACGL
+4,429.2%
-1,644.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.6% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -3.4% | -1.0% | -2.4% | -3.0% |
| 3M | +26.4% | +11.0% | +15.4% | +21.4% |
| 6M | +19.3% | -0.3% | +19.6% | +19.5% |
| YTD | +28.3% | +2.3% | +26.1% | +27.2% |
| 1Y | +34.3% | +6.4% | +27.9% | +31.0% |
| 3Y | +140.1% | +34.0% | +106.2% | +113.2% |
| 5Y | +155.7% | +161.6% | -5.9% | +74.1% |
| 10Y | +285.5% | +278.6% | +7.0% | +130.7% |
| All | +2,784.8% | +4,429.2% | -1,644.4% | +980.6% |
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