+48.0%
TMUS vs ACWI
+58.8%
-10.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.2% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +13.5% | -2.8% | +16.4% | +14.6% |
| 3M | -4.2% | -3.2% | -1.1% | -3.3% |
| 6M | -11.9% | +1.3% | -13.2% | -12.8% |
| YTD | -15.6% | +11.2% | -26.8% | -20.1% |
| 1Y | -16.8% | +13.8% | -30.5% | -22.2% |
| 3Y | +20.8% | +76.2% | -55.4% | -13.3% |
| 5Y | +48.0% | +59.5% | -11.4% | +11.7% |
| All | +48.0% | +58.8% | -10.8% | +11.7% |
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 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