+596.0%
ACN vs TMUS
+359.0%
+237.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.1% | -2.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +9.4% | +5.3% | +4.1% | +8.2% |
| 3M | +5.6% | +3.1% | +2.5% | +4.9% |
| 6M | -9.3% | -16.5% | +7.2% | -6.2% |
| YTD | -29.0% | -9.2% | -19.8% | -28.0% |
| 1Y | -24.7% | -26.5% | +1.8% | -20.4% |
| 3Y | -39.8% | +39.0% | -78.8% | -44.8% |
| 5Y | -40.9% | +40.4% | -81.3% | -46.2% |
| 10Y | +91.1% | +303.7% | -212.6% | +42.0% |
| All | +596.0% | +359.0% | +237.0% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling