+295.5%
TFC vs ELV
+2,594.5%
-2,299.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +2.3% | +1.0% | +1.3% | +1.9% |
| 30D | +10.8% | +0.4% | +10.4% | +10.5% |
| 3M | -3.8% | +8.4% | -12.1% | -6.8% |
| 6M | +9.6% | +8.4% | +1.1% | +5.2% |
| YTD | +5.8% | +24.4% | -18.6% | -4.8% |
| 1Y | +16.2% | +33.5% | -17.3% | +1.6% |
| 3Y | +96.0% | -2.1% | +98.1% | +85.1% |
| 5Y | +1.7% | +5.8% | -4.1% | -8.9% |
| 10Y | +79.9% | +268.9% | -189.0% | -6.0% |
| All | +295.5% | +2,594.5% | -2,299.0% | +11.1% |
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