+323.9%
TMO vs ACGL
+277.0%
+46.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -3.6% | +1.2% | -1.5% |
| 30D | -0.3% | -2.1% | +1.8% | +0.2% |
| 3M | +25.3% | +5.4% | +19.9% | +23.4% |
| 6M | +20.9% | 0.0% | +20.8% | +20.6% |
| YTD | +4.3% | +0.3% | +4.0% | +3.7% |
| 1Y | +27.0% | +6.2% | +20.9% | +24.2% |
| 3Y | +17.5% | +30.9% | -13.4% | +6.6% |
| 5Y | +6.9% | +159.8% | -152.9% | -21.8% |
| All | +323.9% | +277.0% | +46.9% | +163.9% |
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 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