+255.0%
ELF vs TMF
-87.5%
+342.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +5.4% | -1.4% | +6.8% | +5.5% |
| 30D | +27.0% | -2.8% | +29.8% | +27.2% |
| 3M | +113.2% | -10.9% | +124.1% | +114.7% |
| 6M | +36.6% | -21.3% | +57.9% | +38.6% |
| YTD | +44.2% | -15.9% | +60.1% | +45.7% |
| 1Y | -18.0% | -15.7% | -2.2% | -17.3% |
| 3Y | -19.9% | -43.4% | +23.4% | -18.9% |
| All | +255.0% | -87.5% | +342.5% | +233.1% |
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