+51.8%
TMUS vs ELF
+272.3%
-220.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -0.7% |
| 7D | +4.9% | +1.6% | +3.3% | +4.8% |
| 30D | +7.7% | +9.1% | -1.4% | +7.4% |
| 3M | -6.8% | +28.2% | -35.0% | -7.6% |
| 6M | -9.7% | +119.5% | -129.2% | -12.0% |
| YTD | -15.0% | +55.2% | -70.1% | -16.4% |
| 1Y | -19.1% | +58.6% | -77.7% | -20.6% |
| 3Y | +21.4% | +21.3% | +0.1% | +12.9% |
| All | +51.8% | +272.3% | -220.5% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling