+306.3%
TMUS vs ELF
+334.6%
-28.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.4% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | +3.1% | +5.9% | -2.8% | +2.6% |
| 3M | +2.4% | +99.5% | -97.1% | -2.6% |
| 6M | -17.1% | +26.5% | -43.6% | -18.8% |
| YTD | -9.1% | +37.2% | -46.3% | -11.8% |
| 1Y | -23.6% | -24.4% | +0.8% | -23.2% |
| 3Y | +38.8% | -23.3% | +62.2% | +33.7% |
| 5Y | +43.0% | +245.2% | -202.2% | +11.5% |
| All | +306.3% | +334.6% | -28.3% | +179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling