-0.9%
TLT vs ELV
-7.6%
+6.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | -2.9% | -6.1% | +3.2% | -2.7% |
| 6M | -6.3% | +42.8% | -49.1% | -7.3% |
| YTD | -3.3% | +14.4% | -17.7% | -3.8% |
| 1Y | -4.2% | +28.6% | -32.8% | -5.1% |
| All | -0.9% | -7.6% | +6.7% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling