+14.6%
TMUS vs ACGL
+35.5%
-20.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +9.0% | +6.4% | +2.7% | +7.0% |
| 30D | -3.2% | +16.6% | -19.8% | -7.4% |
| 3M | -6.9% | +11.6% | -18.5% | -9.8% |
| 6M | -16.4% | +17.5% | -33.9% | -20.1% |
| YTD | -19.6% | +15.3% | -34.9% | -23.0% |
| 1Y | -19.9% | +26.3% | -46.2% | -25.1% |
| All | +14.6% | +35.5% | -20.9% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling