+323.5%
TSM vs ACGL
+34.9%
+288.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.3% |
| 7D | -2.1% | +1.3% | -3.3% | -1.6% |
| 30D | -12.5% | +14.2% | -26.7% | -8.8% |
| 3M | -5.0% | +11.1% | -16.1% | -1.6% |
| 6M | -3.2% | +16.4% | -19.6% | +1.8% |
| YTD | +31.5% | +13.8% | +17.7% | +38.1% |
| 1Y | +35.7% | +21.6% | +14.1% | +43.7% |
| 3Y | +323.5% | +33.5% | +290.0% | +361.6% |
| All | +323.5% | +34.9% | +288.6% | +361.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling