+176.4%
TMUS vs ELAN
-25.7%
+202.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | +3.1% | +8.4% | -5.2% | +2.3% |
| 3M | +2.4% | +1.2% | +1.2% | +2.0% |
| 6M | -17.1% | +2.6% | -19.7% | -17.9% |
| YTD | -9.1% | +5.9% | -15.0% | -10.4% |
| 1Y | -23.6% | +25.8% | -49.4% | -26.4% |
| 3Y | +38.8% | +106.8% | -68.0% | +21.1% |
| 5Y | +43.0% | -29.3% | +72.2% | +50.7% |
| All | +176.4% | -25.7% | +202.1% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling