-21.2%
TMUS vs EL
+25.6%
-46.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.2% | +2.9% |
| 7D | +7.5% | +2.5% | +5.0% | +7.4% |
| 30D | -3.3% | +20.1% | -23.4% | -3.9% |
| 3M | -9.7% | +29.3% | -38.9% | -10.6% |
| 6M | -17.2% | +38.8% | -56.0% | -18.2% |
| YTD | -20.3% | +8.1% | -28.5% | -20.4% |
| 1Y | -21.2% | +22.3% | -43.6% | -22.0% |
| All | -21.2% | +25.6% | -46.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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