+56.5%
TEL vs ELV
+24.6%
+32.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +2.6% |
| 7D | +1.6% | +2.8% | -1.2% | +1.1% |
| 30D | -0.7% | +4.9% | -5.6% | -1.5% |
| 3M | +2.4% | +4.9% | -2.5% | +1.3% |
| 6M | +4.1% | +45.1% | -40.9% | -3.1% |
| YTD | -5.8% | +20.7% | -26.5% | -10.0% |
| 1Y | +0.9% | +35.0% | -34.2% | -5.8% |
| 3Y | +72.6% | -2.4% | +75.0% | +68.3% |
| All | +56.5% | +24.6% | +32.0% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling