+14.2%
ELF vs TAP
-23.7%
+37.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +6.9% |
| 7D | +4.0% | +0.5% | +3.5% | +3.5% |
| 30D | +10.6% | +9.1% | +1.4% | +7.3% |
| 3M | +25.8% | -3.8% | +29.6% | +26.6% |
| 6M | +89.1% | -3.4% | +92.5% | +89.6% |
| YTD | +52.7% | -10.6% | +63.4% | +55.2% |
| 1Y | +51.7% | -4.4% | +56.1% | +50.4% |
| 3Y | +14.2% | -24.4% | +38.6% | +20.6% |
| All | +14.2% | -23.7% | +37.9% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling