+51.8%
TMUS vs ACI
-42.9%
+94.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | +4.9% | +2.3% | +2.6% | +4.4% |
| 30D | +7.7% | +1.2% | +6.5% | +7.3% |
| 3M | -6.8% | +6.8% | -13.6% | -8.2% |
| 6M | -9.7% | -18.7% | +9.0% | -6.9% |
| YTD | -15.0% | -20.2% | +5.3% | -12.2% |
| 1Y | -19.1% | -23.7% | +4.6% | -16.0% |
| 3Y | +21.4% | -31.6% | +53.1% | +27.5% |
| All | +51.8% | -42.9% | +94.7% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling