+12.7%
ELF vs TLN
+678.8%
-666.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.3% | +1.1% | +5.2% | +5.8% |
| 30D | +8.5% | -4.6% | +13.1% | +9.2% |
| 3M | +24.4% | +5.2% | +19.2% | +21.3% |
| 6M | +94.7% | -6.5% | +101.2% | +92.9% |
| YTD | +55.9% | -3.6% | +59.5% | +50.3% |
| 1Y | +48.4% | -8.2% | +56.7% | +44.9% |
| 3Y | +24.6% | +559.7% | -535.1% | -25.3% |
| All | +12.7% | +678.8% | -666.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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