+11.8%
TSN vs ACGL
+332.3%
-320.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +4.9% | -1.1% | +6.0% | +5.2% |
| 30D | +12.1% | +13.1% | -1.1% | +8.1% |
| 3M | +4.1% | +9.8% | -5.7% | +1.2% |
| 6M | -10.9% | +15.3% | -26.1% | -14.7% |
| YTD | +4.8% | +12.7% | -7.9% | +0.7% |
| 1Y | +17.6% | +20.7% | -3.1% | +10.7% |
| 3Y | +43.2% | +34.3% | +8.9% | +28.5% |
| 5Y | -13.9% | +170.6% | -184.5% | -41.0% |
| 10Y | +11.8% | +330.6% | -318.7% | -40.4% |
| All | +11.8% | +332.3% | -320.5% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling