+20.5%
TMUS vs ELV
-0.6%
+21.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | +9.5% | +3.8% | +5.7% | +9.0% |
| 30D | +13.8% | +4.1% | +9.7% | +13.3% |
| 3M | -4.6% | +8.5% | -13.1% | -5.5% |
| 6M | -11.7% | +14.6% | -26.3% | -13.4% |
| YTD | -15.4% | +24.4% | -39.7% | -17.9% |
| 1Y | -16.1% | +44.2% | -60.4% | -20.3% |
| 3Y | +20.5% | -1.4% | +21.9% | +20.4% |
| All | +20.5% | -0.6% | +21.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling