+1,757.1%
TSM vs ELV
+278.2%
+1,478.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.6% |
| 7D | +2.6% | +0.9% | +1.8% | +2.4% |
| 30D | +1.4% | +7.2% | -5.8% | +0.1% |
| 3M | +5.0% | +3.4% | +1.6% | +3.9% |
| 6M | +24.0% | +48.6% | -24.6% | +14.4% |
| YTD | +41.6% | +20.6% | +21.0% | +35.1% |
| 1Y | +66.2% | +38.5% | +27.7% | +54.1% |
| 3Y | +398.2% | -2.4% | +400.6% | +381.9% |
| 5Y | +277.6% | +25.3% | +252.3% | +229.7% |
| All | +1,757.1% | +278.2% | +1,478.9% | +1,223.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling