-21.2%
TMUS vs ESI
+27.8%
-49.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +2.3% |
| 7D | +7.5% | -6.6% | +14.1% | +6.5% |
| 30D | -3.3% | -10.9% | +7.6% | -4.8% |
| 3M | -9.7% | -13.8% | +4.2% | -11.0% |
| 6M | -17.2% | -21.5% | +4.3% | -19.1% |
| YTD | -20.3% | +34.7% | -55.0% | -18.0% |
| 1Y | -21.2% | +24.9% | -46.1% | -19.2% |
| All | -21.2% | +27.8% | -49.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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