-6.2%
ELV vs TLN
+494.5%
-500.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -1.3% |
| 7D | -0.3% | +10.9% | -11.2% | +0.1% |
| 30D | +2.0% | -6.3% | +8.3% | +1.8% |
| 3M | -3.5% | -10.7% | +7.2% | -3.7% |
| 6M | +40.2% | +1.6% | +38.6% | +40.5% |
| YTD | +15.8% | -13.1% | +28.9% | +15.8% |
| 1Y | +33.2% | -15.1% | +48.2% | +33.3% |
| 3Y | -6.2% | +495.0% | -501.2% | -11.8% |
| All | -6.2% | +494.5% | -500.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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