+77.9%
TEM vs ELV
-16.6%
+94.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.6% | -5.6% |
| 7D | -5.9% | +1.0% | -6.8% | -6.1% |
| 30D | +4.8% | +0.4% | +4.4% | +4.4% |
| 3M | +31.9% | +8.4% | +23.5% | +28.2% |
| 6M | +56.0% | +8.4% | +47.6% | +51.2% |
| YTD | +21.3% | +24.4% | -3.1% | +12.0% |
| 1Y | +5.4% | +33.5% | -28.1% | -5.3% |
| All | +77.9% | -16.6% | +94.5% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling