-14.5%
TSN vs ACGL
+176.7%
-191.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | +10.2% | +12.8% | -2.6% | +7.8% |
| 3M | +7.2% | +12.3% | -5.1% | +4.9% |
| 6M | -10.6% | +15.8% | -26.4% | -13.0% |
| YTD | +3.7% | +13.9% | -10.2% | +1.0% |
| 1Y | +13.5% | +19.0% | -5.6% | +9.7% |
| 3Y | +40.1% | +33.7% | +6.4% | +33.2% |
| 5Y | -14.5% | +173.4% | -187.8% | -36.4% |
| All | -14.5% | +176.7% | -191.1% | -36.4% |
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 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