+21.7%
ELV vs TRI
-10.0%
+31.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +2.8% | -7.9% | +10.6% | +3.8% |
| 30D | +4.9% | -4.5% | +9.4% | +5.4% |
| 3M | +4.9% | +22.1% | -17.2% | +0.9% |
| 6M | +45.1% | -2.8% | +47.9% | +44.3% |
| YTD | +20.7% | -23.4% | +44.1% | +27.4% |
| 1Y | +35.0% | -41.5% | +76.6% | +52.1% |
| 3Y | -2.4% | -19.2% | +16.8% | -2.3% |
| All | +21.7% | -10.0% | +31.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling