-2.4%
ELV vs TXG
+43.8%
-46.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.4% |
| 7D | +2.8% | +9.5% | -6.7% | +2.4% |
| 30D | +4.9% | +18.8% | -13.9% | +4.3% |
| 3M | +4.9% | +136.1% | -131.2% | +1.6% |
| 6M | +45.1% | +235.2% | -190.2% | +38.4% |
| YTD | +20.7% | +320.5% | -299.9% | +13.9% |
| 1Y | +35.0% | +425.2% | -390.2% | +25.8% |
| 3Y | -2.4% | +42.9% | -45.3% | -10.0% |
| All | -2.4% | +43.8% | -46.2% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling