+512.2%
TMUS vs ACWI
+330.1%
+182.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +4.1% |
| 7D | +9.0% | -4.0% | +13.0% | +12.6% |
| 30D | -3.2% | -5.8% | +2.6% | +1.3% |
| 3M | -6.9% | -5.0% | -1.9% | -3.4% |
| 6M | -16.4% | +0.7% | -17.1% | -18.0% |
| YTD | -19.6% | +8.4% | -28.1% | -26.8% |
| 1Y | -19.9% | +10.1% | -30.0% | -28.1% |
| 3Y | +14.5% | +70.8% | -56.3% | -32.3% |
| 5Y | +37.7% | +55.4% | -17.7% | -12.7% |
| 10Y | +242.2% | +223.3% | +18.9% | +6.6% |
| All | +512.2% | +330.1% | +182.0% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling