+911.5%
TT vs ACGL
+276.1%
+635.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -7.2% | -1.0% | -6.2% | -6.8% |
| 3M | -3.0% | +11.0% | -14.0% | -8.0% |
| 6M | +1.4% | -0.3% | +1.7% | +0.6% |
| YTD | +15.9% | +2.3% | +13.6% | +13.3% |
| 1Y | +9.4% | +6.4% | +3.0% | +4.8% |
| 3Y | +124.4% | +34.0% | +90.4% | +85.8% |
| 5Y | +138.0% | +161.6% | -23.6% | +36.4% |
| All | +911.5% | +276.1% | +635.4% | +385.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling