+1,502.2%
TSM vs ACGL
+332.3%
+1,169.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | -2.5% | -1.1% | -1.4% | -2.4% |
| 30D | -14.3% | +13.1% | -27.4% | -16.6% |
| 3M | -7.2% | +9.8% | -17.0% | -9.3% |
| 6M | -5.1% | +15.3% | -20.4% | -8.8% |
| YTD | +28.9% | +12.7% | +16.2% | +24.1% |
| 1Y | +37.1% | +20.7% | +16.4% | +29.6% |
| 3Y | +341.5% | +34.3% | +307.2% | +292.4% |
| 5Y | +245.7% | +170.6% | +75.1% | +136.0% |
| 10Y | +1,502.2% | +330.6% | +1,171.7% | +940.8% |
| All | +1,502.2% | +332.3% | +1,169.9% | +940.8% |
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