+273.7%
ELV vs TNA
+86.1%
+187.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +3.2% | -7.3% | +10.5% | +4.5% |
| 30D | +5.4% | -14.2% | +19.5% | +8.0% |
| 3M | +5.4% | -4.6% | +9.9% | +5.7% |
| 6M | +45.7% | +36.9% | +8.8% | +35.6% |
| YTD | +21.2% | +42.5% | -21.4% | +11.4% |
| 1Y | +35.6% | +45.8% | -10.1% | +23.2% |
| 3Y | -2.0% | +104.7% | -106.7% | -23.6% |
| 5Y | +26.0% | -21.7% | +47.7% | +9.5% |
| All | +273.7% | +86.1% | +187.7% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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