+18.9%
ELV vs TD
+120.6%
-101.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.0% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | -0.2% | -1.6% | +1.4% | +0.2% |
| 3M | -6.1% | +4.6% | -10.7% | -7.4% |
| 6M | +42.8% | +26.8% | +16.0% | +33.4% |
| YTD | +14.4% | +28.3% | -13.9% | +6.2% |
| 1Y | +28.6% | +60.4% | -31.8% | +11.7% |
| 3Y | -7.4% | +125.7% | -133.1% | -28.6% |
| All | +18.9% | +120.6% | -101.6% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling