+126.1%
TLT vs ELV
+1,509.1%
-1,383.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.2% | +1.1% | +1.1% | +2.3% |
| 3M | -1.7% | +8.2% | -9.9% | -1.0% |
| 6M | -4.0% | +10.2% | -14.2% | -3.0% |
| YTD | -4.9% | +24.4% | -29.4% | -2.8% |
| 1Y | -7.4% | +33.8% | -41.2% | -4.7% |
| 3Y | +3.0% | -1.4% | +4.4% | +4.0% |
| 5Y | -35.1% | +5.8% | -40.9% | -33.6% |
| 10Y | -12.7% | +269.1% | -281.8% | +3.9% |
| All | +126.1% | +1,509.1% | -1,383.1% | +211.1% |
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