+1,410.4%
TSM vs ACGL
+337.7%
+1,072.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.3% | +6.9% |
| 7D | -7.6% | +0.9% | -8.4% | -7.8% |
| 30D | -20.5% | +13.7% | -34.2% | -22.7% |
| 3M | -10.0% | +8.0% | -18.0% | -11.7% |
| 6M | -10.1% | +13.3% | -23.3% | -13.2% |
| YTD | +24.5% | +11.8% | +12.7% | +20.0% |
| 1Y | +31.2% | +22.2% | +8.9% | +23.5% |
| 3Y | +322.0% | +32.5% | +289.5% | +276.3% |
| 5Y | +245.3% | +160.2% | +85.1% | +138.6% |
| All | +1,410.4% | +337.7% | +1,072.7% | +917.4% |
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