+411.0%
TSM vs ELV
-6.4%
+417.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.3% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +4.5% | +2.0% | +2.6% | +4.7% |
| 3M | +3.1% | -3.5% | +6.6% | +3.1% |
| 6M | +30.2% | +40.2% | -10.0% | +32.5% |
| YTD | +45.2% | +15.8% | +29.4% | +46.0% |
| 1Y | +79.6% | +33.2% | +46.4% | +83.5% |
| 3Y | +411.0% | -6.2% | +417.2% | +382.4% |
| All | +411.0% | -6.4% | +417.3% | +382.4% |
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