+428.2%
TSN vs ACGL
+4,853.1%
-4,424.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +4.6% | +0.9% | +3.8% | +4.4% |
| 30D | +15.4% | +13.7% | +1.7% | +12.2% |
| 3M | +2.9% | +8.0% | -5.1% | +1.1% |
| 6M | -10.8% | +13.3% | -24.1% | -13.3% |
| YTD | +4.5% | +11.8% | -7.4% | +1.6% |
| 1Y | +19.5% | +22.2% | -2.7% | +13.9% |
| 3Y | +42.2% | +32.5% | +9.7% | +31.8% |
| 5Y | -14.2% | +160.2% | -174.4% | -32.9% |
| 10Y | +15.4% | +338.5% | -323.2% | -20.9% |
| All | +428.2% | +4,853.1% | -4,424.8% | +159.0% |
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