-21.2%
TMUS vs ELF
-3.2%
-18.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.1% |
| 7D | +7.5% | -1.5% | +9.0% | +7.5% |
| 30D | -3.3% | +9.5% | -12.8% | -3.4% |
| 3M | -9.7% | +29.4% | -39.0% | -10.1% |
| 6M | -17.2% | +83.7% | -100.9% | -18.0% |
| YTD | -20.3% | +49.4% | -69.8% | -21.0% |
| 1Y | -21.2% | -3.9% | -17.3% | -21.3% |
| All | -21.2% | -3.2% | -18.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling