+86.2%
ELV vs TXG
+27.0%
+59.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.3% |
| 7D | +3.2% | +9.5% | -6.3% | +2.6% |
| 30D | +5.4% | +18.8% | -13.4% | +4.1% |
| 3M | +5.4% | +136.1% | -130.8% | -0.7% |
| 6M | +45.7% | +235.2% | -189.5% | +33.7% |
| YTD | +21.2% | +320.5% | -299.3% | +9.2% |
| 1Y | +35.6% | +425.2% | -389.6% | +19.7% |
| 3Y | -2.0% | +42.9% | -44.9% | -7.3% |
| 5Y | +26.0% | -62.8% | +88.8% | +34.3% |
| All | +86.2% | +27.0% | +59.2% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling