-21.2%
TMUS vs ACWI
+14.9%
-36.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.9% |
| 7D | +7.5% | -0.5% | +8.0% | +7.2% |
| 30D | -3.3% | -1.6% | -1.7% | -3.9% |
| 3M | -9.7% | -1.3% | -8.3% | -10.1% |
| 6M | -17.2% | +5.8% | -23.1% | -14.9% |
| YTD | -20.3% | +12.7% | -33.1% | -16.5% |
| 1Y | -21.2% | +15.0% | -36.2% | -17.4% |
| All | -21.2% | +14.9% | -36.1% | -17.4% |
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