+24.6%
ELF vs TKO
+164.3%
-139.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.3% | +6.4% | -0.1% | +4.6% |
| 30D | +8.5% | +11.9% | -3.4% | +5.3% |
| 3M | +24.4% | +5.6% | +18.8% | +22.3% |
| 6M | +94.7% | +7.5% | +87.2% | +89.3% |
| YTD | +55.9% | -3.5% | +59.4% | +55.7% |
| 1Y | +48.4% | +13.0% | +35.5% | +41.5% |
| 3Y | +24.6% | +157.6% | -133.0% | +8.8% |
| All | +24.6% | +164.3% | -139.7% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling