+255.8%
ELV vs TMF
-82.1%
+337.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | -0.2% |
| 7D | +1.0% | -9.3% | +10.2% | +0.1% |
| 30D | +0.4% | +1.9% | -1.6% | +0.6% |
| 3M | +8.4% | -11.2% | +19.6% | +7.2% |
| 6M | +8.4% | -17.7% | +26.1% | +6.6% |
| YTD | +24.4% | -24.5% | +48.8% | +21.5% |
| 1Y | +33.5% | -29.4% | +62.9% | +29.5% |
| 3Y | -2.1% | -33.4% | +31.3% | -3.9% |
| 5Y | +5.8% | -88.7% | +94.5% | -20.4% |
| All | +255.8% | -82.1% | +337.9% | +209.1% |
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