+285.0%
TSM vs ELV
+14.8%
+270.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | +4.8% | -2.2% | +7.0% | +4.8% |
| 30D | +4.0% | -0.2% | +4.2% | +4.0% |
| 3M | +2.0% | -6.1% | +8.1% | +2.1% |
| 6M | +25.5% | +42.8% | -17.3% | +24.8% |
| YTD | +44.0% | +14.4% | +29.6% | +43.2% |
| 1Y | +75.4% | +28.6% | +46.8% | +74.7% |
| 3Y | +406.7% | -7.4% | +414.2% | +399.2% |
| 5Y | +285.0% | +14.5% | +270.5% | +259.4% |
| All | +285.0% | +14.8% | +270.2% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling