+244.6%
TMUS vs ACWI
+227.3%
+17.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.1% |
| 7D | +8.2% | -0.7% | +8.8% | +8.5% |
| 30D | +13.4% | -2.0% | +15.4% | +14.6% |
| 3M | -3.0% | -2.2% | -0.9% | -2.1% |
| 6M | -8.8% | +1.9% | -10.7% | -10.7% |
| YTD | -13.8% | +12.0% | -25.8% | -21.6% |
| 1Y | -17.1% | +12.5% | -29.6% | -24.9% |
| 3Y | +22.7% | +75.4% | -52.7% | -22.5% |
| 5Y | +52.8% | +61.5% | -8.7% | +2.6% |
| 10Y | +244.6% | +227.1% | +17.5% | +18.4% |
| All | +244.6% | +227.3% | +17.3% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling