+42.0%
TMUS vs ELF
+259.0%
-217.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 3M | +3.1% | +113.2% | -110.1% | +0.6% |
| 6M | -16.5% | +36.6% | -53.0% | -17.5% |
| YTD | -9.2% | +44.2% | -53.4% | -10.6% |
| 1Y | -26.5% | -18.0% | -8.5% | -26.4% |
| 3Y | +39.0% | -19.9% | +58.9% | +34.7% |
| All | +42.0% | +259.0% | -217.0% | -2.9% |
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 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