+235.6%
ELF vs TDY
+33.5%
+202.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.2% |
| 7D | -6.8% | -1.8% | -4.9% | -5.8% |
| 30D | +5.1% | -13.8% | +18.8% | +13.8% |
| 3M | +79.8% | -3.9% | +83.7% | +83.2% |
| 6M | +29.7% | -9.0% | +38.7% | +35.8% |
| YTD | +31.6% | +16.5% | +15.1% | +18.4% |
| 1Y | -27.9% | +9.3% | -37.2% | -32.6% |
| 3Y | -26.4% | +45.1% | -71.5% | -42.0% |
| 5Y | +235.6% | +35.0% | +200.6% | +170.5% |
| All | +235.6% | +33.5% | +202.1% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling