+8.0%
ELF vs TMF
-25.2%
+33.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -2.7% | +2.7% | -5.5% | -3.0% |
| 30D | +6.9% | +19.3% | -12.5% | +4.8% |
| 3M | +27.2% | -3.7% | +30.8% | +27.4% |
| 6M | +84.9% | -11.3% | +96.2% | +86.4% |
| YTD | +44.5% | -16.6% | +61.1% | +46.4% |
| 1Y | -6.8% | -21.1% | +14.3% | -5.2% |
| All | +8.0% | -25.2% | +33.2% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling