+42.0%
TMUS vs EL
-67.1%
+109.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.4% | -3.7% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +5.3% | +19.8% | -14.6% | +3.6% |
| 3M | +3.1% | +25.7% | -22.6% | +1.1% |
| 6M | -16.5% | +5.4% | -21.9% | -17.1% |
| YTD | -9.2% | +0.2% | -9.4% | -9.8% |
| 1Y | -26.5% | +20.4% | -46.9% | -28.3% |
| 3Y | +39.0% | -32.1% | +71.1% | +43.7% |
| All | +42.0% | -67.1% | +109.1% | +70.2% |
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