+309.1%
TMUS vs EL
+31.4%
+277.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -0.3% | +1.7% | -1.9% | -0.5% |
| 30D | +3.1% | +15.5% | -12.4% | +0.5% |
| 3M | +2.4% | +20.6% | -18.1% | -0.9% |
| 6M | -17.1% | +10.5% | -27.6% | -19.1% |
| YTD | -9.1% | -1.9% | -7.2% | -10.1% |
| 1Y | -23.6% | +16.1% | -39.7% | -27.0% |
| 3Y | +38.8% | -30.2% | +69.1% | +42.2% |
| 5Y | +43.0% | -67.4% | +110.3% | +78.1% |
| 10Y | +309.1% | +31.2% | +277.9% | +248.0% |
| All | +309.1% | +31.4% | +277.7% | +248.0% |
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 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