+308.5%
TMUS vs ACM
+130.7%
+177.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +0.1% | -3.7% | +3.8% | +1.1% |
| 30D | +5.3% | -11.1% | +16.4% | +8.1% |
| 3M | +3.1% | -8.0% | +11.1% | +4.8% |
| 6M | -16.5% | -29.7% | +13.2% | -9.3% |
| YTD | -9.2% | -29.4% | +20.2% | -2.3% |
| 1Y | -26.5% | -46.4% | +19.9% | -14.7% |
| 3Y | +39.0% | -22.3% | +61.4% | +41.9% |
| 5Y | +40.4% | +4.5% | +35.9% | +28.4% |
| All | +308.5% | +130.7% | +177.9% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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