+238.4%
TMUS vs ACM
+155.0%
+83.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | +5.4% | -1.8% | +2.2% |
| 30D | -3.4% | +15.1% | -18.5% | -6.8% |
| 3M | -9.5% | -10.5% | +1.0% | -7.3% |
| 6M | -15.2% | -19.7% | +4.5% | -11.2% |
| YTD | -18.9% | -28.8% | +9.9% | -13.2% |
| 1Y | -17.7% | -47.9% | +30.2% | -3.9% |
| 3Y | +15.6% | -12.4% | +28.0% | +13.6% |
| 5Y | +38.9% | +0.6% | +38.3% | +29.0% |
| All | +238.4% | +155.0% | +83.4% | +129.5% |
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