+320.5%
TMUS vs ACGL
+1,227.6%
-907.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -2.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | +5.3% | -1.0% | +6.2% | +5.7% |
| 3M | +3.1% | +11.0% | -7.9% | -1.7% |
| 6M | -16.5% | -0.3% | -16.1% | -16.7% |
| YTD | -9.2% | +2.3% | -11.4% | -10.6% |
| 1Y | -26.5% | +6.4% | -32.9% | -29.1% |
| 3Y | +39.0% | +34.0% | +5.1% | +17.2% |
| 5Y | +40.4% | +161.6% | -121.3% | -17.3% |
| 10Y | +303.7% | +278.6% | +25.1% | +75.0% |
| All | +320.5% | +1,227.6% | -907.1% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling