+520.3%
TMUS vs ESI
+182.6%
+337.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +3.6% | -8.5% | +12.1% | +4.7% |
| 30D | -3.4% | -15.7% | +12.3% | -1.3% |
| 3M | -9.5% | -18.2% | +8.8% | -7.4% |
| 6M | -15.2% | -28.8% | +13.7% | -12.2% |
| YTD | -18.9% | +26.3% | -45.2% | -24.4% |
| 1Y | -17.7% | +18.2% | -35.9% | -22.5% |
| 3Y | +15.6% | +68.1% | -52.5% | -0.3% |
| 5Y | +38.9% | +28.8% | +10.1% | +24.0% |
| 10Y | +245.3% | +329.8% | -84.6% | +137.6% |
| All | +520.3% | +182.6% | +337.7% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling