+240.8%
TMUS vs ES
+87.3%
+153.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +9.5% | +0.9% | +8.6% | +9.2% |
| 30D | +13.8% | +5.9% | +7.9% | +11.9% |
| 3M | -4.6% | -1.0% | -3.5% | -4.4% |
| 6M | -11.7% | +7.2% | -18.9% | -13.6% |
| YTD | -15.4% | +7.0% | -22.4% | -17.4% |
| 1Y | -16.1% | +0.5% | -16.6% | -16.9% |
| 3Y | +20.5% | +48.7% | -28.2% | +3.8% |
| 5Y | +48.7% | +1.9% | +46.8% | +44.0% |
| 10Y | +240.8% | +89.2% | +151.6% | +191.3% |
| All | +240.8% | +87.3% | +153.5% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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