+39.5%
TMUS vs ELF
-19.9%
+59.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.5% |
| 7D | +0.1% | +5.4% | -5.3% | +0.1% |
| 30D | +5.3% | +27.0% | -21.7% | +5.2% |
| 3M | +3.1% | +113.2% | -110.1% | +3.1% |
| 6M | -16.5% | +36.6% | -53.0% | -16.5% |
| YTD | -9.2% | +44.2% | -53.4% | -9.2% |
| 1Y | -26.5% | -18.0% | -8.5% | -26.5% |
| All | +39.5% | -19.9% | +59.3% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling