+25.4%
TMO vs ELV
+42.6%
-17.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.9% |
| 7D | +0.3% | +4.8% | -4.5% | +0.1% |
| 30D | +4.3% | +10.1% | -5.7% | +3.8% |
| 3M | +25.1% | +15.4% | +9.8% | +24.2% |
| 6M | +52.9% | +17.7% | +35.2% | +51.8% |
| YTD | +22.2% | +25.7% | -3.5% | +20.9% |
| 1Y | +25.4% | +39.9% | -14.5% | +21.8% |
| All | +25.4% | +42.6% | -17.3% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling