+257.4%
ELV vs TMF
-86.2%
+343.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.4% |
| 7D | -2.2% | -0.9% | -1.3% | -2.3% |
| 30D | -0.2% | -1.0% | +0.8% | -0.3% |
| 3M | -6.1% | -11.3% | +5.2% | -7.1% |
| 6M | +42.8% | -22.7% | +65.5% | +39.7% |
| YTD | +14.4% | -17.3% | +31.7% | +12.6% |
| 1Y | +28.6% | -22.5% | +51.1% | +25.9% |
| 3Y | -7.4% | -43.2% | +35.8% | -11.1% |
| 5Y | +14.5% | -88.3% | +102.8% | -13.5% |
| 10Y | +257.4% | -86.0% | +343.5% | +214.9% |
| All | +257.4% | -86.2% | +343.6% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling