+45.9%
TEM vs ELV
-19.5%
+65.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.1% | -5.6% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | +5.5% | +6.7% | -1.2% | +3.4% |
| 3M | +18.7% | +3.0% | +15.8% | +17.3% |
| 6M | +15.4% | +48.0% | -32.6% | +2.0% |
| YTD | -0.5% | +20.0% | -20.6% | -6.8% |
| 1Y | -24.8% | +37.9% | -62.7% | -32.8% |
| All | +45.9% | -19.5% | +65.5% | +75.6% |
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