+285.0%
TMUS vs ELF
+393.6%
-108.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +8.2% | +4.3% | +3.9% | +7.9% |
| 30D | +13.4% | +7.7% | +5.6% | +12.8% |
| 3M | -3.0% | +24.7% | -27.7% | -4.6% |
| 6M | -8.8% | +114.6% | -123.4% | -13.8% |
| YTD | -13.8% | +55.8% | -69.6% | -17.2% |
| 1Y | -17.1% | +51.9% | -69.0% | -20.2% |
| 3Y | +22.7% | +24.6% | -1.9% | +12.7% |
| 5Y | +52.8% | +279.2% | -226.4% | +18.7% |
| 10Y | +244.6% | +338.7% | -94.1% | +134.7% |
| All | +285.0% | +393.6% | -108.6% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling