+61.9%
TMUS vs EOSE
-81.0%
+142.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -0.7% |
| 7D | +4.9% | +9.8% | -4.9% | +4.8% |
| 30D | +7.7% | -2.1% | +9.8% | +7.6% |
| 3M | -6.8% | -54.1% | +47.3% | -6.2% |
| 6M | -9.7% | -76.9% | +67.3% | -8.4% |
| YTD | -15.0% | -83.3% | +68.4% | -13.7% |
| 1Y | -19.1% | -87.4% | +68.3% | -17.6% |
| 3Y | +21.4% | +61.9% | -40.4% | +12.5% |
| 5Y | +51.2% | -82.1% | +133.2% | +39.3% |
| All | +61.9% | -81.0% | +142.9% | +57.5% |
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