+320.5%
TMUS vs EL
+433.2%
-112.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.4% | -4.3% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +5.3% | +19.8% | -14.6% | -0.5% |
| 3M | +3.1% | +25.7% | -22.6% | -3.8% |
| 6M | -16.5% | +5.4% | -21.9% | -19.1% |
| YTD | -9.2% | +0.2% | -9.4% | -11.8% |
| 1Y | -26.5% | +20.4% | -46.9% | -33.0% |
| 3Y | +39.0% | -32.1% | +71.1% | +41.2% |
| 5Y | +40.4% | -67.2% | +107.6% | +80.2% |
| 10Y | +303.7% | +31.7% | +272.0% | +165.3% |
| All | +320.5% | +433.2% | -112.7% | +24.3% |
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