+1,092.1%
ELV vs TMF
-68.9%
+1,160.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.7% |
| 7D | +3.3% | -1.4% | +4.7% | +3.1% |
| 30D | +4.2% | -2.8% | +7.0% | +3.8% |
| 3M | -0.1% | -10.9% | +10.8% | -1.4% |
| 6M | +41.3% | -21.3% | +62.6% | +37.4% |
| YTD | +17.4% | -15.9% | +33.3% | +15.2% |
| 1Y | +35.1% | -15.7% | +50.8% | +32.7% |
| 3Y | -3.2% | -43.4% | +40.1% | -8.2% |
| 5Y | +15.6% | -87.8% | +103.4% | -11.8% |
| 10Y | +276.8% | -86.7% | +363.5% | +216.6% |
| All | +1,092.1% | -68.9% | +1,160.9% | +1,150.4% |
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