+1,315.5%
ELV vs TCOM
+2,658.7%
-1,343.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -0.3% | -7.6% | +7.3% | +0.6% |
| 30D | +2.0% | -12.2% | +14.2% | +3.4% |
| 3M | -3.5% | -14.2% | +10.7% | -2.1% |
| 6M | +40.2% | -25.0% | +65.2% | +44.3% |
| YTD | +15.8% | -43.7% | +59.5% | +22.8% |
| 1Y | +33.2% | -44.5% | +77.7% | +41.3% |
| 3Y | -6.2% | +13.4% | -19.7% | -10.5% |
| 5Y | +16.4% | +26.5% | -10.0% | +5.1% |
| 10Y | +259.8% | -10.3% | +270.0% | +225.0% |
| All | +1,315.5% | +2,658.7% | -1,343.1% | +798.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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