+238.4%
TMUS vs ACWI
+219.0%
+19.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | -2.4% | +5.9% | +5.1% |
| 30D | -3.4% | -5.2% | +1.8% | -0.3% |
| 3M | -9.5% | -4.8% | -4.6% | -7.0% |
| 6M | -15.2% | -1.3% | -13.9% | -15.3% |
| YTD | -18.9% | +8.4% | -27.3% | -24.7% |
| 1Y | -17.7% | +11.0% | -28.7% | -25.0% |
| 3Y | +15.6% | +70.6% | -54.9% | -25.7% |
| 5Y | +38.9% | +55.3% | -16.4% | -4.3% |
| All | +238.4% | +219.0% | +19.4% | +18.7% |
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