+15,289.1%
TYL vs ACGL
+5,010.0%
+10,279.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +4.0% |
| 7D | +17.3% | +8.0% | +9.3% | +15.1% |
| 30D | +28.9% | +17.3% | +11.6% | +24.0% |
| 3M | +35.1% | +11.2% | +23.9% | +31.7% |
| 6M | +29.3% | +18.2% | +11.1% | +24.4% |
| YTD | -6.8% | +15.4% | -22.2% | -10.1% |
| 1Y | -9.9% | +26.5% | -36.4% | -15.1% |
| 3Y | +1.7% | +36.1% | -34.4% | -6.9% |
| 5Y | -21.6% | +175.9% | -197.5% | -40.6% |
| 10Y | +173.5% | +352.4% | -178.9% | +77.3% |
| All | +15,289.1% | +5,010.0% | +10,279.1% | +6,806.9% |
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