+156.3%
ACN vs TMUS
+260.7%
-104.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -3.8% |
| 7D | -2.5% | +5.3% | -7.9% | -4.3% |
| 30D | +22.6% | +13.5% | +9.1% | +17.3% |
| 3M | +45.9% | -4.2% | +50.2% | +47.0% |
| 6M | +43.8% | -11.9% | +55.7% | +48.6% |
| YTD | -2.5% | -15.6% | +13.1% | +1.4% |
| 1Y | +6.5% | -16.8% | +23.3% | +11.1% |
| 3Y | -14.2% | +20.8% | -35.0% | -25.4% |
| 5Y | -24.4% | +48.0% | -72.5% | -40.5% |
| 10Y | +156.3% | +234.7% | -78.4% | +51.7% |
| All | +156.3% | +260.7% | -104.4% | +51.7% |
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