+345.2%
ELF vs TKO
+997.0%
-651.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.8% |
| 7D | +1.6% | +2.3% | -0.7% | +1.1% |
| 30D | +9.1% | +13.4% | -4.3% | +6.0% |
| 3M | +28.2% | -1.7% | +29.9% | +28.4% |
| 6M | +119.5% | +7.2% | +112.3% | +114.7% |
| YTD | +55.2% | -5.4% | +60.5% | +55.9% |
| 1Y | +58.6% | +8.7% | +49.9% | +54.1% |
| 3Y | +21.3% | +150.4% | -129.2% | -2.6% |
| 5Y | +276.2% | +276.6% | -0.4% | +167.2% |
| 10Y | +337.0% | +1,134.6% | -797.6% | +151.9% |
| All | +345.2% | +997.0% | -651.8% | +192.2% |
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 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