+240.8%
TMUS vs EL
+60.9%
+179.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +9.5% | +7.6% | +1.9% | +8.3% |
| 30D | +13.8% | +15.7% | -1.9% | +11.2% |
| 3M | -4.6% | +30.5% | -35.1% | -8.9% |
| 6M | -11.7% | +32.5% | -44.2% | -16.1% |
| YTD | -15.4% | +9.4% | -24.8% | -17.9% |
| 1Y | -16.1% | +28.4% | -44.5% | -21.0% |
| 3Y | +20.5% | +4.4% | +16.0% | +12.8% |
| 5Y | +48.7% | -64.5% | +113.2% | +83.6% |
| 10Y | +240.8% | +64.9% | +175.9% | +185.4% |
| All | +240.8% | +60.9% | +179.9% | +185.4% |
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