+39.5%
TMUS vs ACI
-38.5%
+78.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +5.3% | +5.9% | -0.7% | +3.8% |
| 3M | +3.1% | -19.8% | +22.9% | +7.5% |
| 6M | -16.5% | -24.7% | +8.3% | -12.1% |
| YTD | -9.2% | -24.4% | +15.2% | -4.4% |
| 1Y | -26.5% | -31.5% | +5.0% | -21.7% |
| All | +39.5% | -38.5% | +78.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling