+39.1%
TMUS vs ESI
+81.9%
-42.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -3.4% |
| 7D | +0.1% | +3.3% | -3.2% | +0.2% |
| 30D | +5.3% | -5.9% | +11.1% | +5.1% |
| 3M | +3.1% | -14.1% | +17.2% | +2.7% |
| 6M | -16.5% | +6.6% | -23.0% | -17.0% |
| YTD | -9.2% | +45.0% | -54.2% | -10.5% |
| 1Y | -26.5% | +41.5% | -67.9% | -27.6% |
| All | +39.1% | +81.9% | -42.8% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling