-19.5%
ELF vs TAP
-28.0%
+8.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +5.4% | -2.3% | +7.7% | +6.0% |
| 30D | +27.0% | -2.1% | +29.1% | +27.7% |
| 3M | +113.2% | +6.6% | +106.6% | +109.0% |
| 6M | +36.6% | -11.5% | +48.1% | +41.0% |
| YTD | +44.2% | -10.3% | +54.5% | +47.0% |
| 1Y | -18.0% | -14.4% | -3.6% | -15.1% |
| All | -19.5% | -28.0% | +8.5% | -12.6% |
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