-26.5%
TMUS vs ESI
+44.5%
-71.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -3.0% |
| 7D | +0.1% | +3.3% | -3.2% | +0.6% |
| 30D | +5.3% | -5.9% | +11.1% | +4.5% |
| 3M | +3.1% | -14.1% | +17.2% | +1.4% |
| 6M | -16.5% | +6.6% | -23.0% | -16.1% |
| YTD | -9.2% | +45.0% | -54.2% | -4.5% |
| 1Y | -26.5% | +41.5% | -67.9% | -23.1% |
| All | -26.5% | +44.5% | -71.0% | -23.1% |
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