+1,161.8%
ELV vs TMF
-70.3%
+1,232.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | -3.4% | +2.3% | -1.5% |
| 30D | +1.8% | +11.5% | -9.8% | +3.2% |
| 3M | +10.5% | -4.5% | +15.0% | +10.0% |
| 6M | +13.5% | -15.0% | +28.4% | +11.4% |
| YTD | +24.3% | -19.9% | +44.2% | +21.3% |
| 1Y | +38.9% | -26.6% | +65.5% | +34.1% |
| 3Y | -1.5% | -29.8% | +28.4% | -3.7% |
| 5Y | +7.3% | -88.2% | +95.5% | -18.7% |
| 10Y | +268.7% | -81.4% | +350.1% | +227.6% |
| All | +1,161.8% | -70.3% | +1,232.2% | +1,216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling