+16.0%
TFC vs ELV
+19.4%
-3.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | -0.4% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -2.8% | +6.7% | -9.5% | -3.9% |
| 3M | +2.1% | +3.0% | -0.8% | +1.4% |
| 6M | +10.1% | +48.0% | -37.8% | +2.3% |
| YTD | +5.4% | +20.0% | -14.6% | +1.1% |
| 1Y | +16.3% | +37.9% | -21.6% | +8.3% |
| 3Y | +95.9% | -2.8% | +98.7% | +93.1% |
| 5Y | +16.0% | +24.8% | -8.8% | -2.3% |
| All | +16.0% | +19.4% | -3.4% | -2.3% |
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