+72.6%
TEL vs ELV
-2.5%
+75.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +3.0% |
| 7D | +1.6% | +2.8% | -1.2% | +1.3% |
| 30D | -0.7% | +4.9% | -5.6% | -1.2% |
| 3M | +2.4% | +4.9% | -2.5% | +1.7% |
| 6M | +4.1% | +45.1% | -40.9% | -0.5% |
| YTD | -5.8% | +20.7% | -26.5% | -8.7% |
| 1Y | +0.9% | +35.0% | -34.2% | -3.5% |
| 3Y | +72.6% | -2.4% | +75.0% | +67.4% |
| All | +72.6% | -2.5% | +75.1% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling