+753.3%
TT vs ACGL
+337.7%
+415.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.5% |
| 30D | -14.0% | +13.7% | -27.7% | -19.0% |
| 3M | -15.9% | +8.0% | -23.9% | -19.1% |
| 6M | -17.3% | +13.3% | -30.6% | -22.7% |
| YTD | +4.0% | +11.8% | -7.9% | -2.7% |
| 1Y | -7.1% | +22.2% | -29.4% | -16.6% |
| 3Y | +90.2% | +32.5% | +57.8% | +58.6% |
| 5Y | +131.1% | +160.2% | -29.1% | +33.4% |
| All | +753.3% | +337.7% | +415.6% | +253.3% |
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