+48.0%
TMUS vs ES
+2.9%
+45.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.3% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +13.5% | +5.7% | +7.8% | +11.9% |
| 3M | -4.2% | -2.8% | -1.4% | -3.6% |
| 6M | -11.9% | +7.0% | -18.9% | -13.5% |
| YTD | -15.6% | +6.8% | -22.4% | -17.2% |
| 1Y | -16.8% | -0.5% | -16.3% | -17.2% |
| 3Y | +20.8% | +47.2% | -26.4% | +5.7% |
| 5Y | +48.0% | +2.3% | +45.8% | +42.3% |
| All | +48.0% | +2.9% | +45.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling