-6.2%
ELV vs TMF
-42.4%
+36.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | +2.0% | -1.8% | +3.8% | +2.0% |
| 3M | -3.5% | -8.2% | +4.8% | -3.3% |
| 6M | +40.2% | -19.5% | +59.7% | +41.3% |
| YTD | +15.8% | -16.0% | +31.8% | +16.5% |
| 1Y | +33.2% | -22.5% | +55.7% | +34.4% |
| 3Y | -6.2% | -42.3% | +36.0% | -7.2% |
| All | -6.2% | -42.4% | +36.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling