+8.0%
TMO vs ACGL
+152.7%
-144.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.5% | -2.1% | +1.7% | 0.0% |
| 30D | +1.0% | -2.2% | +3.2% | +1.5% |
| 3M | +22.7% | +6.3% | +16.4% | +21.0% |
| 6M | +19.0% | +0.5% | +18.5% | +18.7% |
| YTD | +4.7% | +0.2% | +4.5% | +4.2% |
| 1Y | +26.0% | +7.3% | +18.7% | +23.3% |
| 3Y | +18.0% | +30.8% | -12.8% | +8.3% |
| 5Y | +8.0% | +155.8% | -147.8% | -19.0% |
| All | +8.0% | +152.7% | -144.7% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling