+39.1%
TMUS vs EIX
-3.4%
+42.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.6% |
| 7D | +0.1% | -19.1% | +19.2% | +2.4% |
| 30D | +5.3% | -16.9% | +22.2% | +7.0% |
| 3M | +3.1% | -20.0% | +23.1% | +5.5% |
| 6M | -16.5% | -21.3% | +4.9% | -14.3% |
| YTD | -9.2% | -1.7% | -7.5% | -9.9% |
| 1Y | -26.5% | +9.6% | -36.0% | -28.2% |
| All | +39.1% | -3.4% | +42.5% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling