+357.2%
ELF vs TAP
-48.8%
+406.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.3% | -4.5% | +10.8% | +7.6% |
| 30D | +8.5% | +7.5% | +1.0% | +5.7% |
| 3M | +24.4% | -4.9% | +29.3% | +25.6% |
| 6M | +94.7% | -3.5% | +98.2% | +95.5% |
| YTD | +55.9% | -11.4% | +67.3% | +59.7% |
| 1Y | +48.4% | -10.8% | +59.2% | +51.5% |
| 3Y | +24.6% | -24.5% | +49.1% | +32.7% |
| 5Y | +285.0% | +2.5% | +282.6% | +269.5% |
| 10Y | +357.2% | -47.6% | +404.8% | +347.1% |
| All | +357.2% | -48.8% | +406.1% | +347.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling