+313.8%
ELF vs TKO
+939.9%
-626.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.5% |
| 7D | +5.4% | +0.7% | +4.6% | +5.1% |
| 30D | +27.0% | +1.6% | +25.4% | +26.4% |
| 3M | +113.2% | -7.8% | +121.0% | +116.7% |
| 6M | +36.6% | -13.3% | +49.9% | +40.4% |
| YTD | +44.2% | -10.3% | +54.5% | +46.9% |
| 1Y | -18.0% | -0.6% | -17.4% | -18.2% |
| 3Y | -19.9% | +88.5% | -108.4% | -31.7% |
| 5Y | +257.7% | +284.7% | -27.0% | +153.2% |
| All | +313.8% | +939.9% | -626.1% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling