+357.2%
ELF vs TMF
-82.2%
+439.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.8% |
| 7D | +6.3% | -1.1% | +7.3% | +6.3% |
| 30D | +8.5% | +11.8% | -3.3% | +8.7% |
| 3M | +24.4% | -4.0% | +28.5% | +24.3% |
| 6M | +94.7% | -16.5% | +111.3% | +93.9% |
| YTD | +55.9% | -19.9% | +75.8% | +55.1% |
| 1Y | +48.4% | -25.6% | +74.0% | +47.4% |
| 3Y | +24.6% | -29.9% | +54.5% | +24.1% |
| 5Y | +285.0% | -88.2% | +373.3% | +224.0% |
| 10Y | +357.2% | -81.7% | +438.9% | +347.0% |
| All | +357.2% | -82.2% | +439.4% | +347.0% |
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