-2.0%
ELV vs TD
+127.3%
-129.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +5.4% | -1.9% | +7.3% | +5.6% |
| 3M | +5.4% | +4.8% | +0.6% | +4.6% |
| 6M | +45.7% | +28.0% | +17.7% | +40.4% |
| YTD | +21.2% | +30.3% | -9.1% | +16.3% |
| 1Y | +35.6% | +59.8% | -24.2% | +25.8% |
| 3Y | -2.0% | +124.7% | -126.7% | -15.2% |
| All | -2.0% | +127.3% | -129.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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