+235.6%
ELF vs TKO
+306.8%
-71.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.5% |
| 7D | -6.8% | +0.7% | -7.5% | -7.0% |
| 30D | +5.1% | +0.9% | +4.2% | +4.7% |
| 3M | +79.8% | -6.2% | +85.9% | +82.0% |
| 6M | +29.7% | -5.6% | +35.3% | +30.7% |
| YTD | +31.6% | -7.8% | +39.5% | +33.2% |
| 1Y | -27.9% | -1.2% | -26.7% | -28.2% |
| 3Y | -26.4% | +106.5% | -132.9% | -37.7% |
| 5Y | +235.6% | +310.4% | -74.7% | +99.5% |
| All | +235.6% | +306.8% | -71.2% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling