+12.6%
ELF vs TLN
+716.6%
-704.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.2% |
| 7D | +4.3% | +15.9% | -11.6% | +0.6% |
| 30D | +7.7% | -0.3% | +8.0% | +7.3% |
| 3M | +24.7% | +5.8% | +18.9% | +21.5% |
| 6M | +114.6% | -1.2% | +115.9% | +109.7% |
| YTD | +55.8% | +1.0% | +54.8% | +48.5% |
| 1Y | +51.9% | +1.1% | +50.8% | +44.2% |
| 3Y | +24.6% | +591.7% | -567.1% | -26.2% |
| All | +12.6% | +716.6% | -704.0% | -34.3% |
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