+2,997.3%
TRV vs ACGL
+4,853.1%
-1,855.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.7% |
| 7D | -0.3% | +0.9% | -1.1% | -0.6% |
| 30D | +9.6% | +13.7% | -4.1% | +4.1% |
| 3M | +2.7% | +8.0% | -5.3% | -0.4% |
| 6M | +32.0% | +13.3% | +18.8% | +25.7% |
| YTD | +37.8% | +11.8% | +25.9% | +31.7% |
| 1Y | +45.2% | +22.2% | +23.0% | +34.1% |
| 3Y | +145.3% | +32.5% | +112.8% | +118.6% |
| 5Y | +172.3% | +160.2% | +12.1% | +85.5% |
| 10Y | +367.3% | +338.5% | +28.8% | +165.0% |
| All | +2,997.3% | +4,853.1% | -1,855.8% | +1,019.0% |
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