+741.5%
TT vs ACGL
+329.5%
+412.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +3.5% | -1.4% | +4.9% | +4.1% |
| 30D | -11.0% | +12.4% | -23.4% | -15.7% |
| 3M | -12.0% | +11.1% | -23.1% | -16.4% |
| 6M | -10.4% | +16.3% | -26.8% | -17.2% |
| YTD | +9.9% | +13.8% | -3.9% | +2.1% |
| 1Y | +1.5% | +20.4% | -18.9% | -8.2% |
| 3Y | +93.7% | +33.6% | +60.1% | +61.1% |
| 5Y | +139.2% | +176.8% | -37.6% | +34.1% |
| 10Y | +741.5% | +324.6% | +416.9% | +266.0% |
| All | +741.5% | +329.5% | +412.0% | +266.0% |
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 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