+255.0%
ELF vs TD
+124.9%
+130.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.8% |
| 7D | +5.4% | +0.3% | +5.0% | +5.2% |
| 30D | +27.0% | +0.4% | +26.6% | +26.4% |
| 3M | +113.2% | +7.6% | +105.6% | +104.2% |
| 6M | +36.6% | +25.0% | +11.6% | +21.0% |
| YTD | +44.2% | +31.0% | +13.2% | +24.5% |
| 1Y | -18.0% | +65.2% | -83.2% | -37.0% |
| 3Y | -19.9% | +122.5% | -142.4% | -46.9% |
| All | +255.0% | +124.9% | +130.1% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling