-19.1%
TMUS vs ACGL
+19.1%
-38.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | +4.9% | +2.2% | +2.7% | +3.9% |
| 30D | +7.7% | +12.3% | -4.6% | +3.0% |
| 3M | -6.8% | +11.8% | -18.6% | -10.8% |
| 6M | -9.7% | +17.5% | -27.1% | -14.0% |
| YTD | -15.0% | +14.3% | -29.2% | -20.1% |
| 1Y | -19.1% | +18.2% | -37.3% | -24.4% |
| All | -19.1% | +19.1% | -38.3% | -24.4% |
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