-17.1%
TMUS vs ES
+1.2%
-18.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +8.2% | +0.1% | +8.0% | +8.1% |
| 30D | +13.4% | +6.7% | +6.6% | +11.7% |
| 3M | -3.0% | +0.3% | -3.4% | -3.3% |
| 6M | -8.8% | +7.4% | -16.2% | -9.9% |
| YTD | -13.8% | +8.4% | -22.2% | -14.7% |
| 1Y | -17.1% | +0.6% | -17.7% | -17.8% |
| All | -17.1% | +1.2% | -18.3% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling