+1,462.8%
ELV vs TNA
+944.8%
+518.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -0.4% |
| 7D | -2.2% | -3.6% | +1.4% | -1.5% |
| 30D | -0.2% | -10.1% | +9.9% | +1.7% |
| 3M | -6.1% | +2.7% | -8.8% | -7.1% |
| 6M | +42.8% | +38.4% | +4.4% | +31.7% |
| YTD | +14.4% | +45.4% | -31.0% | +3.8% |
| 1Y | +28.6% | +55.9% | -27.3% | +14.1% |
| 3Y | -7.4% | +109.8% | -117.2% | -29.7% |
| 5Y | +14.5% | -22.5% | +37.0% | -3.0% |
| 10Y | +257.4% | +87.5% | +169.9% | +95.3% |
| All | +1,462.8% | +944.8% | +518.0% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling