+88.5%
ACN vs TMUS
+304.7%
-216.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.0% |
| 7D | -6.3% | -5.3% | -1.0% | -4.5% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | +2.6% | -0.6% | +3.2% | +2.5% |
| 6M | -14.3% | -17.5% | +3.2% | -9.1% |
| YTD | -33.1% | -11.3% | -21.9% | -31.2% |
| 1Y | -28.8% | -25.4% | -3.4% | -22.2% |
| 3Y | -43.0% | +35.5% | -78.5% | -51.9% |
| 5Y | -44.0% | +41.9% | -85.9% | -54.3% |
| 10Y | +88.5% | +317.8% | -229.3% | +12.5% |
| All | +88.5% | +304.7% | -216.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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