+145.2%
TE vs ELV
+36.0%
+109.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.9% |
| 7D | +0.2% | +3.2% | -3.0% | +2.1% |
| 30D | -5.9% | +5.4% | -11.3% | -3.2% |
| 3M | -45.6% | +5.4% | -50.9% | -43.8% |
| 6M | -43.4% | +45.7% | -89.1% | -30.3% |
| YTD | -31.0% | +21.2% | -52.2% | -23.1% |
| 1Y | +145.2% | +35.6% | +109.6% | +223.1% |
| All | +145.2% | +36.0% | +109.2% | +223.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling