+13,634.3%
TSM vs ACGL
+3,872.2%
+9,762.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.3% |
| 7D | +2.7% | -0.7% | +3.5% | +2.9% |
| 30D | +3.6% | -1.0% | +4.6% | +3.8% |
| 3M | -3.4% | +11.0% | -14.4% | -6.7% |
| 6M | +20.6% | -0.3% | +20.9% | +19.5% |
| YTD | +41.9% | +2.3% | +39.6% | +39.2% |
| 1Y | +84.4% | +6.4% | +78.0% | +78.3% |
| 3Y | +380.2% | +34.0% | +346.3% | +321.9% |
| 5Y | +275.3% | +161.6% | +113.7% | +164.2% |
| 10Y | +1,751.4% | +278.6% | +1,472.8% | +1,018.4% |
| All | +13,634.3% | +3,872.2% | +9,762.2% | +4,972.4% |
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