+3,041.0%
TRV vs ACGL
+4,938.9%
-1,897.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +1.4% | +1.3% | +0.1% | +0.9% |
| 30D | +8.7% | +14.2% | -5.5% | +3.0% |
| 3M | +7.1% | +11.1% | -4.0% | +2.6% |
| 6M | +35.5% | +16.4% | +19.1% | +27.6% |
| YTD | +39.7% | +13.8% | +25.9% | +32.7% |
| 1Y | +44.1% | +21.6% | +22.5% | +33.3% |
| 3Y | +148.1% | +33.5% | +114.6% | +120.4% |
| 5Y | +178.6% | +174.8% | +3.7% | +85.8% |
| 10Y | +352.5% | +330.4% | +22.2% | +157.7% |
| All | +3,041.0% | +4,938.9% | -1,897.9% | +1,027.0% |
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