+151.4%
ACN vs TMUS
+248.1%
-96.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.5% |
| 7D | -4.0% | +8.2% | -12.2% | -6.7% |
| 30D | +19.0% | +13.4% | +5.6% | +13.8% |
| 3M | +42.2% | -3.0% | +45.2% | +42.6% |
| 6M | +50.1% | -8.8% | +58.9% | +53.3% |
| YTD | -2.7% | -13.8% | +11.1% | +0.4% |
| 1Y | +7.6% | -17.1% | +24.7% | +12.5% |
| 3Y | -15.9% | +22.7% | -38.5% | -27.3% |
| 5Y | -24.4% | +52.8% | -77.2% | -41.2% |
| 10Y | +151.4% | +244.6% | -93.3% | +46.7% |
| All | +151.4% | +248.1% | -96.7% | +46.7% |
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