+39.9%
ELV vs TXG
+406.9%
-367.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +5.0% |
| 7D | +4.8% | -19.3% | +24.0% | +4.5% |
| 30D | +10.1% | -30.9% | +41.0% | +10.0% |
| 3M | +15.4% | +41.1% | -25.7% | +14.8% |
| 6M | +17.7% | +211.9% | -194.1% | +17.0% |
| YTD | +25.7% | +314.0% | -288.3% | +25.0% |
| 1Y | +39.9% | +405.4% | -365.5% | +38.6% |
| All | +39.9% | +406.9% | -367.1% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling