+68.8%
TMUS vs EOSE
-60.2%
+129.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.1% |
| 7D | -5.8% | +14.0% | -19.8% | -5.9% |
| 30D | -0.2% | -5.9% | +5.7% | -0.2% |
| 3M | -4.0% | -34.3% | +30.3% | -3.6% |
| 6M | -18.1% | -37.8% | +19.6% | -18.0% |
| YTD | -11.3% | -65.2% | +53.8% | -10.7% |
| 1Y | -24.7% | -41.9% | +17.2% | -25.4% |
| 3Y | +35.4% | +44.6% | -9.2% | +27.8% |
| 5Y | +42.4% | -69.2% | +111.6% | +30.7% |
| All | +68.8% | -60.2% | +129.0% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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