-26.1%
ELF vs TPG
+86.5%
-112.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -2.4% |
| 7D | -6.8% | -6.5% | -0.3% | -4.1% |
| 30D | +5.1% | +0.1% | +5.0% | +4.8% |
| 3M | +79.8% | +14.5% | +65.3% | +69.1% |
| 6M | +29.7% | +17.3% | +12.4% | +20.2% |
| YTD | +31.6% | -20.5% | +52.1% | +43.1% |
| 1Y | -27.9% | -13.2% | -14.7% | -25.4% |
| All | -26.1% | +86.5% | -112.6% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling