+328.4%
ELF vs TDY
+493.7%
-165.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -3.9% |
| 7D | +3.4% | +9.4% | -6.1% | -1.4% |
| 30D | +5.0% | +5.9% | -1.0% | +1.5% |
| 3M | +22.6% | -5.7% | +28.2% | +25.8% |
| 6M | +104.0% | +2.4% | +101.5% | +99.8% |
| YTD | +49.3% | +26.8% | +22.5% | +29.3% |
| 1Y | +46.0% | +24.7% | +21.4% | +27.7% |
| 3Y | +19.4% | +69.2% | -49.8% | -12.3% |
| 5Y | +262.0% | +45.7% | +216.3% | +185.5% |
| 10Y | +320.5% | +444.2% | -123.7% | +139.4% |
| All | +328.4% | +493.7% | -165.3% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling