+3,323.4%
TMO vs ELV
+2,378.1%
+945.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +22.7% | -6.1% | +28.8% | +24.4% |
| 6M | +19.0% | +42.8% | -23.8% | +5.2% |
| YTD | +4.7% | +14.4% | -9.6% | -1.5% |
| 1Y | +26.0% | +28.6% | -2.6% | +13.8% |
| 3Y | +18.0% | -7.4% | +25.4% | +15.3% |
| 5Y | +8.0% | +14.5% | -6.5% | -3.2% |
| 10Y | +333.8% | +257.4% | +76.3% | +151.4% |
| All | +3,323.4% | +2,378.1% | +945.3% | +1,049.1% |
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