+314.5%
ELF vs TAP
-47.7%
+362.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.7% |
| 7D | -2.7% | +7.7% | -10.4% | -5.1% |
| 30D | +6.9% | +14.4% | -7.5% | +2.3% |
| 3M | +27.2% | +2.0% | +25.1% | +25.9% |
| 6M | +84.9% | +2.5% | +82.4% | +82.6% |
| YTD | +44.5% | -6.4% | +50.9% | +45.8% |
| 1Y | -6.8% | -2.3% | -4.5% | -7.0% |
| 3Y | +14.2% | -20.3% | +34.6% | +19.9% |
| 5Y | +250.6% | +6.9% | +243.7% | +232.5% |
| 10Y | +318.0% | -46.3% | +364.3% | +321.7% |
| All | +314.5% | -47.7% | +362.2% | +328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling