+263.6%
ELF vs TPG
+92.2%
+171.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | +5.4% | -2.4% | +7.8% | +6.4% |
| 30D | +27.0% | +11.1% | +15.9% | +21.6% |
| 3M | +113.2% | +26.3% | +86.9% | +94.0% |
| 6M | +36.6% | +18.3% | +18.2% | +26.8% |
| YTD | +44.2% | -14.4% | +58.7% | +50.8% |
| 1Y | -18.0% | -6.7% | -11.3% | -17.8% |
| 3Y | -19.9% | +111.5% | -131.4% | -42.3% |
| All | +263.6% | +92.2% | +171.4% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling