+832.8%
TGT vs ELV
+2,378.1%
-1,545.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | +4.4% | -0.2% | +4.6% | +4.5% |
| 3M | +25.4% | -6.1% | +31.5% | +26.8% |
| 6M | +33.4% | +42.8% | -9.5% | +20.4% |
| YTD | +65.6% | +14.4% | +51.2% | +57.4% |
| 1Y | +80.3% | +28.6% | +51.7% | +65.7% |
| 3Y | +42.1% | -7.4% | +49.6% | +39.1% |
| 5Y | -25.0% | +14.5% | -39.5% | -31.6% |
| 10Y | +208.2% | +257.4% | -49.2% | +91.8% |
| All | +832.8% | +2,378.1% | -1,545.3% | +188.1% |
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