+177.4%
TMUS vs ELAN
-28.2%
+205.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.6% | +2.8% |
| 7D | +0.4% | -5.4% | +5.9% | +1.0% |
| 30D | +3.5% | +4.7% | -1.2% | +3.0% |
| 3M | -1.3% | -3.7% | +2.3% | -1.2% |
| 6M | -13.6% | -1.2% | -12.4% | -14.2% |
| YTD | -8.8% | +2.4% | -11.1% | -9.8% |
| 1Y | -22.9% | +23.4% | -46.2% | -25.5% |
| 3Y | +36.7% | +96.7% | -60.0% | +20.0% |
| 5Y | +46.6% | -30.6% | +77.2% | +54.6% |
| All | +177.4% | -28.2% | +205.6% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling