+320.5%
TMUS vs ES
+328.7%
-8.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +5.3% | -2.0% | +7.2% | +6.1% |
| 3M | +3.1% | +1.7% | +1.5% | +2.2% |
| 6M | -16.5% | -3.5% | -12.9% | -15.5% |
| YTD | -9.2% | +7.9% | -17.1% | -12.8% |
| 1Y | -26.5% | +17.2% | -43.6% | -32.7% |
| 3Y | +39.0% | +29.3% | +9.7% | +17.8% |
| 5Y | +40.4% | -5.7% | +46.1% | +37.1% |
| 10Y | +303.7% | +85.2% | +218.5% | +144.9% |
| All | +320.5% | +328.7% | -8.2% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling