+51.8%
TMUS vs ESI
+36.5%
+15.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +4.9% | +5.5% | -0.6% | +4.7% |
| 30D | +7.7% | -7.8% | +15.5% | +7.9% |
| 3M | -6.8% | -15.0% | +8.2% | -6.2% |
| 6M | -9.7% | -24.9% | +15.2% | -8.7% |
| YTD | -15.0% | +33.2% | -48.2% | -19.6% |
| 1Y | -19.1% | +24.9% | -44.1% | -23.0% |
| 3Y | +21.4% | +77.8% | -56.3% | +5.1% |
| All | +51.8% | +36.5% | +15.3% | +43.1% |
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 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