+36.7%
TMUS vs ELAN
+99.1%
-62.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.6% | +2.9% |
| 7D | +0.4% | -5.4% | +5.9% | +0.5% |
| 30D | +3.5% | +4.7% | -1.2% | +3.5% |
| 3M | -1.3% | -3.7% | +2.3% | -1.3% |
| 6M | -13.6% | -1.2% | -12.4% | -13.7% |
| YTD | -8.8% | +2.4% | -11.1% | -9.0% |
| 1Y | -22.9% | +23.4% | -46.2% | -23.4% |
| 3Y | +36.7% | +96.7% | -60.0% | +35.0% |
| All | +36.7% | +99.1% | -62.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling