+275.3%
TMUS vs EL
+465.0%
-189.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.3% |
| 7D | +3.6% | +0.8% | +2.8% | +3.2% |
| 30D | -3.4% | +16.5% | -19.9% | -7.6% |
| 3M | -9.5% | +29.2% | -38.6% | -16.5% |
| 6M | -15.2% | +27.9% | -43.1% | -21.9% |
| YTD | -18.9% | +6.2% | -25.1% | -22.9% |
| 1Y | -17.7% | +27.2% | -44.9% | -26.0% |
| 3Y | +15.6% | +3.2% | +12.4% | +2.0% |
| 5Y | +38.9% | -66.0% | +104.9% | +77.0% |
| 10Y | +245.3% | +58.3% | +186.9% | +110.1% |
| All | +275.3% | +465.0% | -189.7% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling