+341.4%
ELF vs TMF
-84.4%
+425.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | +4.0% | +1.2% | +2.8% | +4.0% |
| 30D | +10.6% | +19.7% | -9.2% | +10.9% |
| 3M | +25.8% | -2.1% | +27.9% | +25.7% |
| 6M | +89.1% | -13.4% | +102.5% | +88.4% |
| YTD | +52.7% | -16.7% | +69.5% | +52.2% |
| 1Y | +51.7% | -23.3% | +75.1% | +50.9% |
| 3Y | +14.2% | -24.8% | +39.0% | +14.1% |
| 5Y | +270.7% | -88.0% | +358.7% | +213.9% |
| All | +341.4% | -84.4% | +425.8% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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