+320.5%
TMUS vs ELV
+514.4%
-193.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.8% |
| 7D | +0.1% | +3.3% | -3.2% | -1.0% |
| 30D | +5.3% | +4.2% | +1.1% | +3.7% |
| 3M | +3.1% | -0.1% | +3.2% | +2.6% |
| 6M | -16.5% | +41.3% | -57.7% | -26.8% |
| YTD | -9.2% | +17.4% | -26.6% | -15.7% |
| 1Y | -26.5% | +35.1% | -61.5% | -35.5% |
| 3Y | +39.0% | -3.2% | +42.3% | +33.1% |
| 5Y | +40.4% | +15.6% | +24.8% | +23.3% |
| 10Y | +303.7% | +276.8% | +26.9% | +103.3% |
| All | +320.5% | +514.4% | -193.9% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling