+313.8%
ELF vs TMF
-86.1%
+400.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +5.4% | -1.4% | +6.8% | +5.3% |
| 30D | +27.0% | -2.8% | +29.8% | +26.9% |
| 3M | +113.2% | -10.9% | +124.1% | +112.7% |
| 6M | +36.6% | -21.3% | +57.9% | +35.9% |
| YTD | +44.2% | -15.9% | +60.1% | +43.7% |
| 1Y | -18.0% | -15.7% | -2.2% | -18.2% |
| 3Y | -19.9% | -43.4% | +23.4% | -21.4% |
| 5Y | +257.7% | -87.8% | +345.5% | +205.2% |
| All | +313.8% | -86.1% | +400.0% | +309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling