-24.7%
TMUS vs EOSE
-43.4%
+18.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.2% |
| 7D | -5.8% | +14.0% | -19.8% | -5.3% |
| 30D | -0.2% | -5.9% | +5.7% | -0.4% |
| 3M | -4.0% | -34.3% | +30.3% | -5.0% |
| 6M | -18.1% | -37.8% | +19.6% | -18.5% |
| YTD | -11.3% | -65.2% | +53.8% | -12.9% |
| 1Y | -24.7% | -41.9% | +17.2% | -22.2% |
| All | -24.7% | -43.4% | +18.7% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling