+338.3%
ELF vs TD
+308.8%
+29.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.1% |
| 7D | +4.0% | -1.7% | +5.7% | +5.0% |
| 30D | +10.6% | +8.2% | +2.3% | +5.5% |
| 3M | +25.8% | +1.7% | +24.1% | +24.0% |
| 6M | +89.1% | +14.2% | +74.8% | +73.3% |
| YTD | +52.7% | +32.8% | +20.0% | +27.9% |
| 1Y | +51.7% | +55.5% | -3.7% | +15.5% |
| 3Y | +14.2% | +129.6% | -115.4% | -31.4% |
| 5Y | +270.7% | +102.2% | +168.5% | +137.5% |
| 10Y | +341.9% | +306.3% | +35.7% | +72.2% |
| All | +338.3% | +308.8% | +29.5% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling