-2.4%
ELV vs TRI
-18.9%
+16.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.5% |
| 7D | +2.8% | -7.9% | +10.6% | +3.3% |
| 30D | +4.9% | -4.5% | +9.4% | +5.2% |
| 3M | +4.9% | +22.1% | -17.2% | +2.4% |
| 6M | +45.1% | -2.8% | +47.9% | +44.4% |
| YTD | +20.7% | -23.4% | +44.1% | +26.3% |
| 1Y | +35.0% | -41.5% | +76.6% | +47.9% |
| 3Y | -2.4% | -19.2% | +16.8% | -1.9% |
| All | -2.4% | -18.9% | +16.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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