+239.9%
TMUS vs ESI
+321.1%
-81.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.3% |
| 7D | +6.5% | +8.3% | -1.8% | +5.3% |
| 30D | +11.3% | -10.4% | +21.7% | +12.7% |
| 3M | -2.9% | -13.2% | +10.3% | -1.4% |
| 6M | -10.5% | -23.9% | +13.3% | -8.0% |
| YTD | -14.4% | +34.2% | -48.6% | -21.9% |
| 1Y | -17.9% | +22.2% | -40.1% | -23.8% |
| 3Y | +21.9% | +79.2% | -57.4% | +0.6% |
| 5Y | +52.1% | +38.1% | +14.0% | +31.3% |
| All | +239.9% | +321.1% | -81.2% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling