-17.9%
TMUS vs ELF
+45.6%
-63.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.6% |
| 7D | +6.5% | +3.4% | +3.2% | +6.5% |
| 30D | +11.3% | +5.0% | +6.3% | +11.3% |
| 3M | -2.9% | +22.6% | -25.5% | -3.1% |
| 6M | -10.5% | +104.0% | -114.5% | -10.7% |
| YTD | -14.4% | +49.3% | -63.7% | -14.6% |
| 1Y | -17.9% | +46.0% | -63.9% | -18.2% |
| All | -17.9% | +45.6% | -63.4% | -18.2% |
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