+21.4%
TMUS vs EOSE
+48.1%
-26.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -0.5% |
| 7D | +4.9% | +9.8% | -4.9% | +5.1% |
| 30D | +7.7% | -2.1% | +9.8% | +7.8% |
| 3M | -6.8% | -54.1% | +47.3% | -7.7% |
| 6M | -9.7% | -76.9% | +67.3% | -11.2% |
| YTD | -15.0% | -83.3% | +68.4% | -16.3% |
| 1Y | -19.1% | -87.4% | +68.3% | -20.5% |
| 3Y | +21.4% | +61.9% | -40.4% | +22.6% |
| All | +21.4% | +48.1% | -26.6% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling