-14.0%
TSN vs ACGL
+159.2%
-173.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | +4.6% | +0.9% | +3.8% | +4.5% |
| 30D | +15.4% | +13.7% | +1.7% | +12.8% |
| 3M | +2.9% | +8.0% | -5.1% | +1.4% |
| 6M | -10.8% | +13.3% | -24.1% | -12.8% |
| YTD | +4.5% | +11.8% | -7.4% | +2.1% |
| 1Y | +19.5% | +22.2% | -2.7% | +15.1% |
| 3Y | +42.2% | +32.5% | +9.7% | +35.6% |
| All | -14.0% | +159.2% | -173.2% | -34.4% |
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