-3.9%
ELF vs TD
+61.0%
-65.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.5% |
| 7D | -1.5% | +1.4% | -2.9% | -2.2% |
| 30D | +9.5% | +10.2% | -0.7% | +4.2% |
| 3M | +29.4% | +8.1% | +21.2% | +23.4% |
| 6M | +83.7% | +22.3% | +61.4% | +55.0% |
| YTD | +49.4% | +39.0% | +10.4% | +10.9% |
| 1Y | -3.9% | +62.6% | -66.6% | -48.4% |
| All | -3.9% | +61.0% | -65.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling