+238.4%
TMUS vs ACGL
+337.7%
-99.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.9% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | -3.4% | +13.7% | -17.1% | -7.3% |
| 3M | -9.5% | +8.0% | -17.5% | -11.7% |
| 6M | -15.2% | +13.3% | -28.5% | -18.6% |
| YTD | -18.9% | +11.8% | -30.8% | -22.1% |
| 1Y | -17.7% | +22.2% | -39.9% | -23.2% |
| 3Y | +15.6% | +32.5% | -16.8% | +3.4% |
| 5Y | +38.9% | +160.2% | -121.3% | -4.0% |
| All | +238.4% | +337.7% | -99.3% | +93.3% |
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