+355.1%
TSN vs ACGL
+4,429.2%
-4,074.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -8.8% | +11.0% | -19.8% | -10.9% |
| 6M | -16.8% | -0.3% | -16.5% | -16.9% |
| YTD | -10.0% | +2.3% | -12.3% | -10.7% |
| 1Y | -5.3% | +6.4% | -11.6% | -6.9% |
| 3Y | +8.5% | +34.0% | -25.4% | +0.1% |
| 5Y | -22.9% | +161.6% | -184.6% | -39.8% |
| 10Y | -12.6% | +278.6% | -291.2% | -38.2% |
| All | +355.1% | +4,429.2% | -4,074.1% | +127.7% |
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