+238.4%
TMUS vs EIX
+29.5%
+209.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.4% |
| 7D | +3.6% | +1.0% | +2.6% | +3.3% |
| 30D | -3.4% | +9.1% | -12.5% | -5.2% |
| 3M | -9.5% | -10.2% | +0.8% | -8.5% |
| 6M | -15.2% | -11.2% | -3.9% | -14.2% |
| YTD | -18.9% | +4.5% | -23.4% | -21.2% |
| 1Y | -17.7% | +10.9% | -28.6% | -21.1% |
| 3Y | +15.6% | +8.4% | +7.2% | +9.2% |
| 5Y | +38.9% | +18.0% | +20.9% | +27.3% |
| All | +238.4% | +29.5% | +209.0% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling