+51.8%
TMUS vs EL
-65.2%
+117.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.7% |
| 7D | +4.9% | +1.5% | +3.4% | +4.8% |
| 30D | +7.7% | +10.0% | -2.3% | +6.9% |
| 3M | -6.8% | +28.4% | -35.2% | -8.9% |
| 6M | -9.7% | +37.1% | -46.7% | -12.2% |
| YTD | -15.0% | +7.8% | -22.8% | -16.1% |
| 1Y | -19.1% | +26.0% | -45.2% | -21.4% |
| 3Y | +21.4% | +3.8% | +17.6% | +17.2% |
| All | +51.8% | -65.2% | +117.0% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling