+364.2%
ELF vs TAP
-49.5%
+413.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +7.8% | -7.8% | +15.7% | +10.3% |
| 30D | +9.3% | +7.1% | +2.1% | +6.6% |
| 3M | +21.2% | -7.0% | +28.2% | +23.2% |
| 6M | +96.1% | -3.8% | +99.9% | +97.1% |
| YTD | +57.0% | -11.7% | +68.7% | +60.9% |
| 1Y | +61.9% | -10.1% | +72.0% | +64.8% |
| 3Y | +20.0% | -23.7% | +43.7% | +27.4% |
| 5Y | +284.8% | +2.9% | +281.9% | +268.9% |
| 10Y | +364.2% | -49.5% | +413.7% | +348.6% |
| All | +364.2% | -49.5% | +413.7% | +348.6% |
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