+244.6%
TMUS vs ACGL
+329.5%
-84.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | -1.4% | +9.5% | +8.6% |
| 30D | +13.4% | +12.4% | +1.0% | +9.1% |
| 3M | -3.0% | +11.1% | -14.1% | -6.3% |
| 6M | -8.8% | +16.3% | -25.1% | -13.3% |
| YTD | -13.8% | +13.8% | -27.7% | -17.7% |
| 1Y | -17.1% | +20.4% | -37.5% | -22.2% |
| 3Y | +22.7% | +33.6% | -10.9% | +9.4% |
| 5Y | +52.8% | +176.8% | -124.0% | +3.4% |
| 10Y | +244.6% | +324.6% | -80.0% | +97.8% |
| All | +244.6% | +329.5% | -84.8% | +97.8% |
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