+75.7%
ELV vs TXG
+24.6%
+51.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.8% | -1.4% |
| 7D | -2.2% | +9.1% | -11.4% | -2.7% |
| 30D | -0.2% | +14.9% | -15.1% | -1.2% |
| 3M | -6.1% | +120.0% | -126.1% | -11.1% |
| 6M | +42.8% | +221.8% | -179.0% | +31.4% |
| YTD | +14.4% | +312.6% | -298.2% | +3.2% |
| 1Y | +28.6% | +398.4% | -369.8% | +13.9% |
| 3Y | -7.4% | +42.1% | -49.5% | -12.4% |
| 5Y | +14.5% | -63.5% | +77.9% | +22.1% |
| All | +75.7% | +24.6% | +51.1% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling