+11,237.1%
TSM vs ACGL
+4,377.1%
+6,860.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.1% | -10.7% | -10.8% |
| 7D | -18.2% | +6.4% | -24.6% | -19.6% |
| 30D | -26.8% | +16.6% | -43.4% | -29.9% |
| 3M | -14.5% | +11.6% | -26.1% | -17.3% |
| 6M | -10.0% | +17.5% | -27.5% | -14.8% |
| YTD | +17.1% | +15.3% | +1.8% | +10.9% |
| 1Y | +21.5% | +26.3% | -4.8% | +12.1% |
| 3Y | +300.4% | +35.9% | +264.5% | +251.6% |
| 5Y | +224.7% | +168.2% | +56.5% | +127.6% |
| 10Y | +1,372.7% | +352.0% | +1,020.7% | +744.5% |
| All | +11,237.1% | +4,377.1% | +6,860.0% | +3,942.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling