+386.1%
TMO vs ACGL
+322.9%
+63.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +3.3% | -1.2% | +4.5% | +3.6% |
| 30D | +5.5% | +12.8% | -7.3% | +2.1% |
| 3M | +16.1% | +12.3% | +3.8% | +12.4% |
| 6M | +52.6% | +15.8% | +36.7% | +46.3% |
| YTD | +21.0% | +13.9% | +7.2% | +16.2% |
| 1Y | +19.4% | +19.0% | +0.3% | +13.2% |
| 3Y | +57.5% | +33.7% | +23.8% | +42.6% |
| 5Y | +11.7% | +173.4% | -161.7% | -19.4% |
| All | +386.1% | +322.9% | +63.2% | +191.3% |
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