+2,475.3%
ELV vs TKO
+4,026.4%
-1,551.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +6.7% | -2.6% | +9.3% | +7.0% |
| 3M | +3.0% | -7.8% | +10.7% | +3.9% |
| 6M | +48.0% | -7.0% | +55.0% | +48.9% |
| YTD | +20.0% | -8.5% | +28.6% | +20.9% |
| 1Y | +37.9% | -1.3% | +39.2% | +37.1% |
| 3Y | -2.8% | +105.0% | -107.8% | -15.4% |
| 5Y | +24.8% | +292.9% | -268.1% | -3.8% |
| 10Y | +275.1% | +979.3% | -704.2% | +128.8% |
| All | +2,475.3% | +4,026.4% | -1,551.1% | +918.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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