-11.2%
ELV vs TLN
+589.3%
-600.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.3% |
| 7D | -2.2% | +5.8% | -8.0% | -2.0% |
| 30D | -0.2% | -6.9% | +6.7% | -0.4% |
| 3M | -6.1% | -10.9% | +4.8% | -6.4% |
| 6M | +42.8% | -4.6% | +47.4% | +42.9% |
| YTD | +14.4% | -14.7% | +29.1% | +14.3% |
| 1Y | +28.6% | -17.9% | +46.5% | +28.5% |
| 3Y | -7.4% | +483.9% | -491.3% | -7.5% |
| All | -11.2% | +589.3% | -600.5% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling