+2,385.0%
ELV vs TD
+2,701.0%
-316.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -0.3% | +0.9% | -1.1% | -0.6% |
| 30D | +2.0% | -0.7% | +2.6% | +2.2% |
| 3M | -3.5% | +6.3% | -9.7% | -6.4% |
| 6M | +40.2% | +27.9% | +12.3% | +24.5% |
| YTD | +15.8% | +29.8% | -14.0% | +1.8% |
| 1Y | +33.2% | +63.7% | -30.5% | +4.9% |
| 3Y | -6.2% | +128.3% | -134.6% | -38.0% |
| 5Y | +16.4% | +125.5% | -109.1% | -23.9% |
| 10Y | +259.8% | +296.7% | -36.9% | +77.1% |
| All | +2,385.0% | +2,701.0% | -316.1% | +463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling