+95.3%
TFC vs ELV
+278.2%
-182.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -1.5% |
| 7D | -2.5% | +0.9% | -3.3% | -2.8% |
| 30D | -2.8% | +7.2% | -10.0% | -5.1% |
| 3M | +2.1% | +3.4% | -1.3% | +0.4% |
| 6M | +10.1% | +48.6% | -38.5% | -5.1% |
| YTD | +5.4% | +20.6% | -15.1% | -3.3% |
| 1Y | +16.3% | +38.5% | -22.2% | +0.8% |
| 3Y | +95.9% | -2.4% | +98.3% | +86.6% |
| 5Y | +16.0% | +25.3% | -9.4% | -4.8% |
| All | +95.3% | +278.2% | -182.9% | +6.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling