+234.7%
TMUS vs EL
+63.1%
+171.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.7% |
| 7D | +5.3% | +8.0% | -2.7% | +4.1% |
| 30D | +13.5% | +15.4% | -1.9% | +11.0% |
| 3M | -4.2% | +28.5% | -32.8% | -8.4% |
| 6M | -11.9% | +32.2% | -44.1% | -16.3% |
| YTD | -15.6% | +9.2% | -24.8% | -18.1% |
| 1Y | -16.8% | +30.8% | -47.6% | -21.9% |
| 3Y | +20.8% | +3.7% | +17.1% | +13.2% |
| 5Y | +48.0% | -64.8% | +112.8% | +83.2% |
| 10Y | +234.7% | +60.0% | +174.7% | +180.4% |
| All | +234.7% | +63.1% | +171.7% | +180.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling