-29.8%
ELF vs TPG
-16.9%
-12.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | -11.6% | -9.4% | -2.2% | -9.1% |
| 30D | +4.6% | -5.3% | +9.9% | +6.3% |
| 3M | +59.7% | +12.9% | +46.8% | +55.3% |
| 6M | +21.2% | +20.1% | +1.1% | +15.8% |
| YTD | +27.4% | -22.5% | +49.9% | +29.4% |
| 1Y | -29.8% | -19.7% | -10.1% | -23.2% |
| All | -29.8% | -16.9% | -12.9% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling