+59.7%
ELV vs TW
+206.7%
-147.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +3.2% | -4.5% | +7.7% | +4.5% |
| 30D | +5.4% | -2.3% | +7.6% | +6.0% |
| 3M | +5.4% | +2.6% | +2.8% | +3.9% |
| 6M | +45.7% | -17.5% | +63.3% | +52.8% |
| YTD | +21.2% | -5.3% | +26.5% | +21.4% |
| 1Y | +35.6% | -14.8% | +50.4% | +40.0% |
| 3Y | -2.0% | +18.8% | -20.8% | -11.7% |
| 5Y | +26.0% | +20.7% | +5.3% | +10.8% |
| All | +59.7% | +206.7% | -147.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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