+15.6%
TMUS vs EL
+3.8%
+11.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.8% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | -3.4% | +16.5% | -19.9% | -3.8% |
| 3M | -9.5% | +29.2% | -38.6% | -10.2% |
| 6M | -15.2% | +27.9% | -43.1% | -15.9% |
| YTD | -18.9% | +6.2% | -25.1% | -19.2% |
| 1Y | -17.7% | +27.2% | -44.9% | -18.4% |
| 3Y | +15.6% | +3.2% | +12.4% | +14.5% |
| All | +15.6% | +3.8% | +11.9% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling