+595.0%
TMUS vs ESI
+224.6%
+370.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -3.9% |
| 7D | +0.1% | +3.3% | -3.2% | -0.4% |
| 30D | +5.3% | -5.9% | +11.1% | +6.1% |
| 3M | +3.1% | -14.1% | +17.2% | +4.6% |
| 6M | -16.5% | +6.6% | -23.0% | -18.8% |
| YTD | -9.2% | +45.0% | -54.2% | -16.5% |
| 1Y | -26.5% | +41.5% | -67.9% | -32.5% |
| 3Y | +39.0% | +78.8% | -39.7% | +19.7% |
| 5Y | +40.4% | +70.9% | -30.5% | +20.0% |
| 10Y | +303.7% | +317.1% | -13.4% | +179.3% |
| All | +595.0% | +224.6% | +370.4% | +449.5% |
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 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