+203.6%
TGT vs ELV
+280.2%
-76.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -5.2% | +3.2% | -8.4% | -5.9% |
| 30D | +1.2% | +5.4% | -4.2% | 0.0% |
| 3M | +18.4% | +5.4% | +13.0% | +16.6% |
| 6M | +33.4% | +45.7% | -12.3% | +21.8% |
| YTD | +63.8% | +21.2% | +42.6% | +54.9% |
| 1Y | +77.2% | +35.6% | +41.5% | +62.9% |
| 3Y | +41.8% | -2.0% | +43.8% | +37.7% |
| 5Y | -25.5% | +26.0% | -51.5% | -32.9% |
| All | +203.6% | +280.2% | -76.6% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling