+278.9%
TSM vs ACGL
+174.9%
+103.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.2% | +4.3% |
| 7D | +4.4% | -1.4% | +5.8% | +4.4% |
| 30D | -7.0% | +12.4% | -19.3% | -6.8% |
| 3M | -1.8% | +11.1% | -12.9% | -1.6% |
| 6M | +2.7% | +16.3% | -13.7% | +2.7% |
| YTD | +37.1% | +13.8% | +23.3% | +37.0% |
| 1Y | +43.5% | +20.4% | +23.0% | +42.5% |
| 3Y | +341.5% | +33.6% | +307.9% | +320.5% |
| 5Y | +278.9% | +176.8% | +102.0% | +159.5% |
| All | +278.9% | +174.9% | +103.9% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling