+296.9%
TSM vs ACGL
+35.5%
+261.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.1% | -10.7% | -10.8% |
| 7D | -18.2% | +6.4% | -24.6% | -16.6% |
| 30D | -26.8% | +16.6% | -43.4% | -23.3% |
| 3M | -14.5% | +11.6% | -26.1% | -11.3% |
| 6M | -10.0% | +17.5% | -27.5% | -5.2% |
| YTD | +17.1% | +15.3% | +1.8% | +23.3% |
| 1Y | +21.5% | +26.3% | -4.8% | +29.3% |
| All | +296.9% | +35.5% | +261.3% | +337.0% |
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 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