+313.8%
ELF vs TDY
+459.8%
-146.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +5.4% | -1.8% | +7.2% | +6.3% |
| 30D | +27.0% | -10.7% | +37.7% | +34.6% |
| 3M | +113.2% | -1.3% | +114.5% | +114.2% |
| 6M | +36.6% | -10.6% | +47.1% | +43.9% |
| YTD | +44.2% | +19.6% | +24.7% | +29.2% |
| 1Y | -18.0% | +11.6% | -29.6% | -23.6% |
| 3Y | -19.9% | +45.2% | -65.1% | -36.1% |
| 5Y | +257.7% | +36.1% | +221.6% | +192.8% |
| All | +313.8% | +459.8% | -146.0% | +157.1% |
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