+15.6%
TMUS vs ES
+46.3%
-30.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.5% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | -3.4% | +7.1% | -10.4% | -4.7% |
| 3M | -9.5% | -1.9% | -7.5% | -9.2% |
| 6M | -15.2% | +4.4% | -19.5% | -16.0% |
| YTD | -18.9% | +7.3% | -26.2% | -20.2% |
| 1Y | -17.7% | +2.1% | -19.8% | -18.4% |
| 3Y | +15.6% | +41.8% | -26.2% | +9.5% |
| All | +15.6% | +46.3% | -30.7% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling