+310.3%
TPR vs ELV
-4.6%
+314.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -2.3% | +3.3% | -5.6% | -2.5% |
| 30D | -23.0% | +4.2% | -27.1% | -23.1% |
| 3M | -12.5% | -0.1% | -12.4% | -12.6% |
| 6M | -21.4% | +41.3% | -62.7% | -23.4% |
| YTD | -3.5% | +17.4% | -21.0% | -5.1% |
| 1Y | +17.4% | +35.1% | -17.7% | +14.5% |
| All | +310.3% | -4.6% | +314.9% | +314.5% |
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