+317.8%
TMUS vs ELV
+257.3%
+60.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | -5.3% | -2.2% | -3.1% | -4.7% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | -0.6% | -6.1% | +5.5% | +0.7% |
| 6M | -17.5% | +42.8% | -60.4% | -26.0% |
| YTD | -11.3% | +14.4% | -25.6% | -15.7% |
| 1Y | -25.4% | +28.6% | -54.0% | -31.8% |
| 3Y | +35.5% | -7.4% | +42.9% | +33.2% |
| 5Y | +41.9% | +14.5% | +27.4% | +28.5% |
| 10Y | +317.8% | +257.4% | +60.4% | +167.8% |
| All | +317.8% | +257.3% | +60.5% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling