+52.6%
ELV vs TW
+211.4%
-158.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | -0.3% | -3.5% | +3.2% | +0.7% |
| 30D | +2.0% | +0.5% | +1.5% | +1.7% |
| 3M | -3.5% | +4.9% | -8.4% | -5.4% |
| 6M | +40.2% | -17.1% | +57.3% | +46.7% |
| YTD | +15.8% | -3.9% | +19.7% | +15.6% |
| 1Y | +33.2% | -13.3% | +46.4% | +36.8% |
| 3Y | -6.2% | +20.9% | -27.1% | -16.0% |
| 5Y | +16.4% | +20.5% | -4.1% | +2.8% |
| All | +52.6% | +211.4% | -158.8% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling