+537.0%
TDG vs ELV
+280.2%
+256.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.9% | +3.2% | -5.1% | -2.9% |
| 30D | -7.7% | +5.4% | -13.1% | -9.4% |
| 3M | -9.3% | +5.4% | -14.7% | -11.7% |
| 6M | -9.4% | +45.7% | -55.1% | -21.7% |
| YTD | -14.3% | +21.2% | -35.4% | -21.7% |
| 1Y | -11.8% | +35.6% | -47.4% | -23.2% |
| 3Y | +52.0% | -2.0% | +54.0% | +44.6% |
| 5Y | +128.8% | +26.0% | +102.8% | +88.6% |
| All | +537.0% | +280.2% | +256.8% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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