+250.6%
ELF vs TMF
-87.8%
+338.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.3% |
| 3M | +27.2% | -3.7% | +30.8% | +27.4% |
| 6M | +84.9% | -11.3% | +96.2% | +86.3% |
| YTD | +44.5% | -16.6% | +61.1% | +46.1% |
| 1Y | -6.8% | -21.1% | +14.3% | -5.4% |
| 3Y | +14.2% | -26.8% | +41.1% | +14.7% |
| 5Y | +250.6% | -88.0% | +338.7% | +232.4% |
| All | +250.6% | -87.8% | +338.5% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling