+41.0%
TMUS vs ESI
+28.5%
+12.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +3.6% | -8.5% | +12.1% | +3.8% |
| 30D | -3.4% | -15.7% | +12.3% | -2.9% |
| 3M | -9.5% | -18.2% | +8.8% | -8.8% |
| 6M | -15.2% | -28.8% | +13.7% | -14.1% |
| YTD | -18.9% | +26.3% | -45.2% | -23.2% |
| 1Y | -17.7% | +18.2% | -35.9% | -21.5% |
| 3Y | +15.6% | +68.1% | -52.5% | +0.4% |
| All | +41.0% | +28.5% | +12.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling