+19.4%
TMO vs ACGL
+20.5%
-1.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +3.3% | -1.2% | +4.5% | +3.3% |
| 30D | +5.5% | +12.8% | -7.3% | +4.7% |
| 3M | +16.1% | +12.3% | +3.8% | +15.3% |
| 6M | +52.6% | +15.8% | +36.7% | +51.7% |
| YTD | +21.0% | +13.9% | +7.2% | +18.9% |
| 1Y | +19.4% | +19.0% | +0.3% | +14.5% |
| All | +19.4% | +20.5% | -1.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling