+261.4%
ELF vs TKO
+960.2%
-698.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.1% |
| 7D | -10.8% | +0.1% | -11.0% | -10.9% |
| 30D | +0.8% | -2.6% | +3.4% | +1.3% |
| 3M | +64.8% | -7.8% | +72.5% | +67.4% |
| 6M | +19.0% | -7.0% | +26.0% | +20.2% |
| YTD | +25.9% | -8.5% | +34.5% | +27.6% |
| 1Y | -28.8% | -1.3% | -27.5% | -28.9% |
| 3Y | -29.6% | +105.0% | -134.6% | -41.1% |
| 5Y | +216.2% | +292.9% | -76.7% | +122.6% |
| All | +261.4% | +960.2% | -698.9% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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