-12.6%
TLT vs ELV
+268.6%
-281.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.0% |
| 30D | +1.0% | +0.4% | +0.7% | +1.1% |
| 3M | -2.7% | +8.4% | -11.1% | -2.2% |
| 6M | -4.1% | +8.4% | -12.6% | -3.5% |
| YTD | -5.4% | +24.4% | -29.7% | -3.6% |
| 1Y | -7.0% | +33.5% | -40.5% | -4.8% |
| 3Y | +2.8% | -2.1% | +4.9% | +3.4% |
| 5Y | -35.4% | +5.8% | -41.1% | -33.8% |
| All | -12.6% | +268.6% | -281.2% | +4.7% |
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