+41.9%
TMUS vs EOSE
-69.1%
+111.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.4% |
| 7D | -5.3% | +15.0% | -20.3% | -5.5% |
| 30D | +0.1% | +2.5% | -2.4% | 0.0% |
| 3M | -0.6% | -33.7% | +33.1% | -0.3% |
| 6M | -17.5% | -32.7% | +15.2% | -17.5% |
| YTD | -11.3% | -63.8% | +52.5% | -10.6% |
| 1Y | -25.4% | -40.5% | +15.2% | -26.1% |
| 3Y | +35.5% | +50.4% | -14.8% | +27.2% |
| 5Y | +41.9% | -68.6% | +110.5% | +34.6% |
| All | +41.9% | -69.1% | +111.0% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling