+116.6%
TYL vs ACGL
+276.1%
-159.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.5% |
| 7D | -3.7% | -0.7% | -2.9% | -3.5% |
| 30D | +18.7% | -1.0% | +19.7% | +19.1% |
| 3M | +18.1% | +11.0% | +7.1% | +15.1% |
| 6M | -1.1% | -0.3% | -0.8% | -1.0% |
| YTD | -19.8% | +2.3% | -22.1% | -20.5% |
| 1Y | -34.3% | +6.4% | -40.7% | -35.7% |
| 3Y | -8.2% | +34.0% | -42.2% | -17.1% |
| 5Y | -25.4% | +161.6% | -187.1% | -45.8% |
| All | +116.6% | +276.1% | -159.4% | +37.4% |
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