+272.0%
TMUS vs ACGL
+1,396.3%
-1,124.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +9.0% | +6.4% | +2.7% | +6.1% |
| 30D | -3.2% | +16.6% | -19.8% | -9.6% |
| 3M | -6.9% | +11.6% | -18.5% | -11.3% |
| 6M | -16.4% | +17.5% | -33.9% | -22.4% |
| YTD | -19.6% | +15.3% | -34.9% | -25.0% |
| 1Y | -19.9% | +26.3% | -46.2% | -28.3% |
| 3Y | +14.5% | +35.9% | -21.4% | -3.5% |
| 5Y | +37.7% | +168.2% | -130.5% | -19.2% |
| 10Y | +242.2% | +352.0% | -109.7% | +35.7% |
| All | +272.0% | +1,396.3% | -1,124.3% | -34.1% |
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