+41.0%
TSM vs ELV
+39.2%
+1.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | -0.5% | +15.3% | +14.8% |
| 30D | -8.9% | +1.1% | -10.0% | -8.9% |
| 3M | -5.3% | +8.2% | -13.4% | -5.2% |
| 6M | +2.6% | +10.2% | -7.6% | +2.5% |
| YTD | +34.5% | +24.4% | +10.0% | +28.9% |
| 1Y | +41.0% | +33.8% | +7.2% | +34.8% |
| All | +41.0% | +39.2% | +1.8% | +34.8% |
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