+43.0%
TMUS vs ELV
+14.2%
+28.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +3.1% | +2.0% | +1.2% | +2.7% |
| 3M | +2.4% | -3.5% | +5.9% | +2.9% |
| 6M | -17.1% | +40.2% | -57.3% | -23.4% |
| YTD | -9.1% | +15.8% | -24.9% | -12.8% |
| 1Y | -23.6% | +33.2% | -56.8% | -29.4% |
| 3Y | +38.8% | -6.2% | +45.1% | +37.0% |
| 5Y | +43.0% | +16.4% | +26.5% | +32.7% |
| All | +43.0% | +14.2% | +28.7% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling