-19.1%
TMUS vs ESI
+21.7%
-40.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.7% |
| 7D | +4.9% | +5.5% | -0.6% | +5.7% |
| 30D | +7.7% | -7.8% | +15.5% | +6.5% |
| 3M | -6.8% | -15.0% | +8.2% | -8.4% |
| 6M | -9.7% | -24.9% | +15.2% | -12.1% |
| YTD | -15.0% | +33.2% | -48.2% | -11.7% |
| 1Y | -19.1% | +24.9% | -44.1% | -16.6% |
| All | -19.1% | +21.7% | -40.8% | -16.6% |
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