+46.6%
TEM vs ELV
-19.1%
+65.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.2% | -5.3% |
| 7D | -8.7% | +2.8% | -11.4% | -9.5% |
| 30D | +8.1% | +4.9% | +3.2% | +6.4% |
| 3M | +19.0% | +4.9% | +14.1% | +17.0% |
| 6M | +12.0% | +45.1% | -33.1% | -0.4% |
| YTD | -0.1% | +20.7% | -20.7% | -6.5% |
| 1Y | -33.5% | +35.0% | -68.6% | -40.2% |
| All | +46.6% | -19.1% | +65.7% | +76.2% |
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