+9,387.9%
TSM vs ELV
+2,594.5%
+6,793.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | +6.2% | +1.0% | +5.2% | +5.9% |
| 30D | -7.3% | +0.4% | -7.6% | -7.5% |
| 3M | -7.1% | +8.4% | -15.5% | -9.4% |
| 6M | +0.2% | +8.4% | -8.2% | -2.9% |
| YTD | +32.2% | +24.4% | +7.9% | +22.6% |
| 1Y | +42.8% | +33.5% | +9.3% | +29.8% |
| 3Y | +330.4% | -2.1% | +332.5% | +309.8% |
| 5Y | +263.9% | +5.8% | +258.1% | +231.4% |
| 10Y | +1,580.2% | +268.9% | +1,311.3% | +890.4% |
| All | +9,387.9% | +2,594.5% | +6,793.4% | +3,648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling