+21.3%
ELF vs TD
+132.8%
-111.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +1.6% | +1.1% | +0.5% | +1.0% |
| 30D | +9.1% | +5.2% | +3.9% | +6.2% |
| 3M | +28.2% | +1.2% | +26.9% | +27.0% |
| 6M | +119.5% | +17.7% | +101.8% | +97.6% |
| YTD | +55.2% | +34.2% | +20.9% | +29.3% |
| 1Y | +58.6% | +55.4% | +3.2% | +21.4% |
| 3Y | +21.3% | +130.4% | -109.1% | -23.7% |
| All | +21.3% | +132.8% | -111.6% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling