-19.6%
TMUS vs ELF
+53.0%
-72.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.9% |
| 7D | +3.6% | +4.0% | -0.4% | +3.6% |
| 30D | -3.4% | +10.6% | -13.9% | -3.3% |
| 3M | -9.5% | +25.8% | -35.3% | -9.6% |
| 6M | -15.2% | +89.1% | -104.2% | -15.3% |
| YTD | -18.9% | +52.7% | -71.7% | -18.8% |
| All | -19.6% | +53.0% | -72.7% | -19.7% |
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