+217.5%
ELF vs TPG
+71.4%
+146.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -2.7% |
| 7D | -10.8% | -11.8% | +1.0% | -6.3% |
| 30D | +0.8% | -6.3% | +7.1% | +3.2% |
| 3M | +64.8% | +13.6% | +51.2% | +56.4% |
| 6M | +19.0% | +13.8% | +5.1% | +12.3% |
| YTD | +25.9% | -23.7% | +49.7% | +37.8% |
| 1Y | -28.8% | -18.2% | -10.6% | -24.8% |
| 3Y | -29.6% | +80.1% | -109.7% | -46.1% |
| All | +217.5% | +71.4% | +146.1% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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