-23.6%
TMUS vs EIX
+15.0%
-38.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.4% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | +3.1% | -13.5% | +16.7% | +3.8% |
| 3M | +2.4% | -15.3% | +17.7% | +3.7% |
| 6M | -17.1% | -15.3% | -1.7% | -16.2% |
| YTD | -9.1% | +2.7% | -11.8% | -12.0% |
| 1Y | -23.6% | +17.4% | -41.1% | -27.6% |
| All | -23.6% | +15.0% | -38.6% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling