-26.5%
TMUS vs ACWI
+23.6%
-50.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +0.1% | +0.5% | -0.4% | +0.3% |
| 30D | +5.3% | +0.9% | +4.4% | +5.6% |
| 3M | +3.1% | +2.4% | +0.7% | +4.3% |
| 6M | -16.5% | +12.4% | -28.8% | -11.7% |
| YTD | -9.2% | +15.2% | -24.3% | -3.4% |
| 1Y | -26.5% | +22.7% | -49.2% | -18.3% |
| All | -26.5% | +23.6% | -50.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling