-10.1%
TSM vs ACGL
+13.9%
-23.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.3% | +3.1% |
| 7D | -7.6% | +0.9% | -8.4% | -6.5% |
| 30D | -20.5% | +13.7% | -34.2% | -8.5% |
| 3M | -10.0% | +8.0% | -18.0% | -1.7% |
| 6M | -10.1% | +13.3% | -23.3% | +10.2% |
| All | -10.1% | +13.9% | -23.9% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling