-22.0%
TSN vs ACGL
+161.8%
-183.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | -10.8% | -1.0% | -9.8% | -10.7% |
| 3M | -8.8% | +11.0% | -19.8% | -10.5% |
| 6M | -16.8% | -0.3% | -16.5% | -16.9% |
| YTD | -10.0% | +2.3% | -12.3% | -10.6% |
| 1Y | -5.3% | +6.4% | -11.6% | -6.6% |
| 3Y | +8.5% | +34.0% | -25.4% | +2.9% |
| All | -22.0% | +161.8% | -183.8% | -40.9% |
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