+37.7%
TMUS vs ACWI
+55.1%
-17.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +2.2% |
| 7D | +9.0% | -4.0% | +13.0% | +10.5% |
| 30D | -3.2% | -5.8% | +2.6% | -1.3% |
| 3M | -6.9% | -5.0% | -1.9% | -5.4% |
| 6M | -16.4% | +0.7% | -17.1% | -17.2% |
| YTD | -19.6% | +8.4% | -28.1% | -23.3% |
| 1Y | -19.9% | +10.1% | -30.0% | -24.2% |
| 3Y | +14.5% | +70.8% | -56.3% | -16.8% |
| 5Y | +37.7% | +55.4% | -17.7% | +5.1% |
| All | +37.7% | +55.1% | -17.4% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling