+301.7%
ELF vs TDY
+434.3%
-132.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +1.6% | +4.1% | -2.5% | -0.6% |
| 30D | +9.1% | +5.7% | +3.4% | +5.6% |
| 3M | +28.2% | -4.4% | +32.6% | +30.7% |
| 6M | +119.5% | +1.2% | +118.3% | +116.3% |
| YTD | +55.2% | +26.0% | +29.1% | +34.5% |
| 1Y | +58.6% | +27.4% | +31.2% | +36.7% |
| 3Y | +21.3% | +67.5% | -46.2% | -10.9% |
| 5Y | +276.2% | +44.9% | +231.3% | +196.6% |
| All | +301.7% | +434.3% | -132.6% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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