+49.5%
ELF vs TLN
-8.1%
+57.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.2% | -4.5% | +2.1% |
| 7D | +7.8% | +9.1% | -1.2% | +6.8% |
| 30D | +9.3% | -4.1% | +13.3% | +9.3% |
| 3M | +21.2% | +4.4% | +16.7% | +20.1% |
| 6M | +96.1% | -6.0% | +102.1% | +95.4% |
| YTD | +57.0% | -3.1% | +60.1% | +54.3% |
| All | +49.5% | -8.1% | +57.5% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling