+364.2%
ELF vs TD
+311.5%
+52.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.9% |
| 7D | +7.8% | -0.6% | +8.5% | +8.2% |
| 30D | +9.3% | +7.9% | +1.3% | +4.4% |
| 3M | +21.2% | +3.1% | +18.1% | +18.5% |
| 6M | +96.1% | +17.2% | +78.9% | +77.2% |
| YTD | +57.0% | +34.7% | +22.2% | +30.4% |
| 1Y | +61.9% | +56.9% | +5.0% | +22.7% |
| 3Y | +20.0% | +134.7% | -114.7% | -28.8% |
| 5Y | +284.8% | +104.8% | +180.0% | +145.1% |
| 10Y | +364.2% | +305.8% | +58.4% | +93.2% |
| All | +364.2% | +311.5% | +52.8% | +93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling