+9,548.8%
TSM vs ELV
+2,595.8%
+6,953.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | -0.5% | +15.3% | +14.9% |
| 30D | -8.9% | +1.1% | -10.0% | -9.3% |
| 3M | -5.3% | +8.2% | -13.4% | -7.5% |
| 6M | +2.6% | +10.2% | -7.6% | -1.0% |
| YTD | +34.5% | +24.4% | +10.0% | +24.7% |
| 1Y | +41.0% | +33.8% | +7.2% | +28.1% |
| 3Y | +333.1% | -1.4% | +334.5% | +311.5% |
| 5Y | +270.1% | +5.8% | +264.3% | +237.0% |
| 10Y | +1,608.7% | +269.1% | +1,339.6% | +907.1% |
| All | +9,548.8% | +2,595.8% | +6,953.0% | +3,711.6% |
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